ADT Security Corp/The Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6461 | 3.88 | |
| 0.0903 | 2.98 | |
| 0.7315 | 3.42 | |
| 10.5433 | 2.38 | |
| -14.7949 | -1.82 | |
| 6.8039 | 1.00 | |
| -4.7162 | -0.95 | |
| 4.8367 | 0.76 | |
| -7.4097 | -1.14 | |
| 16.1100 | 1.75 | |
| -48.9588 | -3.41 |
Estimation Period:
Sep 17, 2012 to Apr 29, 2016
Sep 17, 2012 to Apr 29, 2016
News Impact Curve
Volatility Forecasts
Other ADT Security Corp/The Analyses
Other Spline-GARCH Analyses on Equities