IAC/InterActiveCorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7447 | 7.65 | |
| 0.0968 | 6.15 | |
| 0.7815 | 23.30 | |
| 0.1050 | 2.08 | |
| -0.0436 | -0.56 | |
| -0.1264 | -1.98 | |
| 0.0209 | 0.32 | |
| 0.1520 | 2.77 | |
| -0.1593 | -3.19 | |
| 0.0614 | 0.90 | |
| 0.0402 | 0.48 | |
| -0.1402 | -0.89 |
Estimation Period:
Jan 18, 1993 to Jun 26, 2020
Jan 18, 1993 to Jun 26, 2020
News Impact Curve
Volatility Forecasts
Other IAC/InterActiveCorp Analyses
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