LSI Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8273 | 7.67 | |
| 0.0411 | 5.53 | |
| 0.9289 | 57.98 | |
| -0.0460 | -1.52 | |
| 0.1097 | 2.30 | |
| -0.1503 | -4.01 | |
| 0.1408 | 3.69 | |
| -0.0915 | -1.85 | |
| 0.1227 | 1.04 |
Estimation Period:
Jan 1, 1990 to May 2, 2014
Jan 1, 1990 to May 2, 2014
News Impact Curve
Volatility Forecasts
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