Novartis Vaccines and Diagnostics Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9798 | 6.43 | |
| 0.0235 | 2.54 | |
| 0.9460 | 40.49 | |
| -0.0772 | -0.80 | |
| 0.1671 | 1.20 | |
| -0.2335 | -1.83 | |
| 0.3982 | 2.61 | |
| -0.5729 | -4.21 | |
| 0.4511 | 3.33 | |
| -0.1102 | -0.88 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2006
Jan 1, 1990 to Apr 19, 2006
News Impact Curve
Volatility Forecasts
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