EMD Millipore Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7715 | 7.22 | |
| 0.1296 | 5.22 | |
| 0.5621 | 6.07 | |
| -0.2496 | -2.18 | |
| 0.3458 | 1.90 | |
| -0.0921 | -0.63 | |
| 0.0860 | 0.71 | |
| -0.2722 | -2.75 | |
| 0.2333 | 2.31 | |
| -0.0985 | -0.87 | |
| 0.2557 | 1.91 | |
| -0.5598 | -2.15 |
Estimation Period:
Jan 1, 1990 to Jul 14, 2010
Jan 1, 1990 to Jul 14, 2010
News Impact Curve
Volatility Forecasts
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