Novellus Systems Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9902 | 7.67 | |
| 0.0425 | 5.20 | |
| 0.9094 | 42.94 | |
| -0.1344 | -2.84 | |
| 0.2414 | 3.48 | |
| -0.1282 | -2.38 | |
| -0.0883 | -1.50 | |
| 0.2003 | 3.52 | |
| -0.0906 | -1.66 | |
| -0.0058 | -0.14 |
Estimation Period:
Jan 1, 1990 to Jun 4, 2012
Jan 1, 1990 to Jun 4, 2012
News Impact Curve
Volatility Forecasts
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