Family Dollar Stores LLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2338 | 5.78 | |
| 0.0418 | 6.92 | |
| 0.9390 | 44.42 | |
| -0.0311 | -0.33 | |
| 0.0546 | 0.37 | |
| 0.0590 | 0.59 | |
| -0.2198 | -2.23 | |
| 0.1606 | 1.55 | |
| 0.1158 | 0.89 | |
| -0.3162 | -1.94 | |
| 0.3046 | 1.60 | |
| -0.5179 | -2.32 |
Estimation Period:
Jan 1, 1990 to Jul 2, 2015
Jan 1, 1990 to Jul 2, 2015
News Impact Curve
Volatility Forecasts
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