Compuware Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0785 | 7.13 | |
| 0.0770 | 4.35 | |
| 0.7660 | 15.28 | |
| -0.0003 | -0.01 | |
| 0.0389 | 0.50 | |
| -0.1509 | -3.33 | |
| 0.2175 | 4.86 | |
| -0.1810 | -4.20 | |
| 0.1212 | 3.46 |
Estimation Period:
Dec 15, 1992 to Dec 15, 2014
Dec 15, 1992 to Dec 15, 2014
News Impact Curve
Volatility Forecasts
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