Dun & Bradstreet Corp/The Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3973 | 4.91 | |
| 0.2024 | 4.23 | |
| 0.6436 | 12.11 | |
| 0.0410 | 0.22 | |
| -0.1867 | -0.64 | |
| 0.4578 | 1.76 | |
| -0.5847 | -2.36 | |
| 0.4572 | 1.80 | |
| -0.3114 | -1.07 | |
| 0.2669 | 1.15 | |
| -0.4463 | -2.26 | |
| 0.5181 | 3.75 |
Estimation Period:
Sep 18, 2000 to Feb 1, 2019
Sep 18, 2000 to Feb 1, 2019
News Impact Curve
Volatility Forecasts
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