IAC/InterActiveCorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6807 | 7.54 | |
| 0.0958 | 6.13 | |
| 0.7805 | 22.83 | |
| 0.0955 | 1.89 | |
| -0.0315 | -0.40 | |
| -0.1293 | -2.04 | |
| 0.0214 | 0.33 | |
| 0.1518 | 2.80 | |
| -0.1616 | -3.29 | |
| 0.0718 | 1.10 | |
| 0.0118 | 0.19 | |
| -0.0602 | -1.39 |
Estimation Period:
Jan 18, 1993 to Jun 26, 2020
Jan 18, 1993 to Jun 26, 2020
News Impact Curve
Volatility Forecasts
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