Thinkorswim Group Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7597 | 5.17 | |
| 0.2342 | 2.70 | |
| 0.1584 | 1.26 | |
| 0.1276 | 0.21 | |
| -1.5972 | -1.71 | |
| 3.1000 | 4.45 | |
| -1.9177 | -2.60 | |
| -0.0541 | -0.07 | |
| 1.7946 | 2.26 | |
| -4.6842 | -4.77 |
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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