Univision Communications Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8665 | 3.17 | |
| 0.2573 | 4.48 | |
| 0.4988 | 6.19 | |
| 1.4195 | 2.26 | |
| -2.7888 | -3.31 | |
| 2.6165 | 4.82 | |
| -2.1660 | -3.26 | |
| 1.4656 | 2.12 | |
| -1.3653 | -2.09 | |
| 1.6895 | 2.18 | |
| -1.9243 | -2.18 | |
| -0.6460 | -0.44 |
Estimation Period:
Sep 26, 1996 to Mar 28, 2007
Sep 26, 1996 to Mar 28, 2007
News Impact Curve
Volatility Forecasts
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