EIDP Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0948 | 6.99 | |
| 0.0476 | 6.67 | |
| 0.9269 | 76.37 | |
| -0.0070 | -0.21 | |
| 0.0831 | 1.60 | |
| -0.1990 | -5.40 | |
| 0.2121 | 5.87 | |
| -0.1202 | -3.01 | |
| 0.0347 | 0.82 | |
| -0.0004 | -0.01 |
Estimation Period:
Jan 2, 1990 to Aug 25, 2017
Jan 2, 1990 to Aug 25, 2017
News Impact Curve
Volatility Forecasts
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