Vector Group Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7237 | 4.01 | |
| 0.1882 | 9.67 | |
| 0.6642 | 22.93 | |
| -0.0753 | -3.38 | |
| 0.0664 | 2.23 | |
| 0.0282 | 1.91 | |
| -0.0231 | -1.72 | |
| 0.0455 | 2.92 | |
| -0.1115 | -3.94 |
Estimation Period:
Jan 2, 1990 to Oct 4, 2024
Jan 2, 1990 to Oct 4, 2024
News Impact Curve
Volatility Forecasts
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