Novellus Systems Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1944 | 9.53 | |
| 0.0414 | 4.97 | |
| 0.9121 | 44.14 | |
| -0.0051 | -0.20 | |
| 0.0471 | 1.13 | |
| -0.1334 | -4.51 | |
| 0.1775 | 7.00 | |
| -0.1436 | -3.90 |
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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