Thinkorswim Group Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7856 | 4.96 | |
| 0.2452 | 2.39 | |
| 0.2075 | 1.52 | |
| 0.1644 | 0.26 | |
| -1.6733 | -1.74 | |
| 3.2058 | 4.51 | |
| -2.1265 | -2.90 | |
| 0.4365 | 0.56 | |
| 0.5678 | 0.83 | |
| -1.0537 | -2.23 |
Estimation Period:
Dec 6, 2001 to Jun 11, 2009
Dec 6, 2001 to Jun 11, 2009
News Impact Curve
Volatility Forecasts
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