Qwest Communications International Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1207 | 4.91 | |
| 0.0982 | 4.64 | |
| 0.7569 | 15.90 | |
| 0.8010 | 2.03 | |
| -1.4803 | -2.56 | |
| 1.5567 | 4.06 | |
| -1.8683 | -4.29 | |
| 1.4217 | 3.66 | |
| -0.6613 | -1.40 | |
| 0.5851 | 0.88 | |
| 0.1064 | 0.16 | |
| -2.0554 | -3.47 | |
| 3.3680 | 5.51 |
Estimation Period:
Jun 20, 1997 to Mar 31, 2011
Jun 20, 1997 to Mar 31, 2011
News Impact Curve
Volatility Forecasts
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