EIDP Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9844 | 7.18 | |
| 0.0531 | 6.11 | |
| 0.9027 | 51.95 | |
| -0.0741 | -1.15 | |
| 0.1565 | 1.61 | |
| -0.0559 | -0.81 | |
| -0.1260 | -1.94 | |
| 0.0617 | 0.81 | |
| 0.1850 | 2.09 | |
| -0.2048 | -2.48 | |
| -0.0351 | -0.48 | |
| 0.2641 | 2.42 | |
| -0.4219 | -2.07 |
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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