Compuware Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0029 | 5.51 | |
| 0.0983 | 4.01 | |
| 0.6985 | 11.00 | |
| -0.0865 | -0.84 | |
| 0.1816 | 1.27 | |
| -0.1399 | -1.49 | |
| -0.0780 | -0.80 | |
| 0.2733 | 2.34 | |
| -0.2266 | -1.59 | |
| 0.1018 | 0.72 | |
| -0.1438 | -0.60 |
Estimation Period:
Dec 15, 1992 to Dec 15, 2014
Dec 15, 1992 to Dec 15, 2014
News Impact Curve
Volatility Forecasts
Other Compuware Corp Analyses
Other Spline-GARCH Analyses on Equities