Newport Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6187 | 5.05 | |
| 0.0655 | 5.44 | |
| 0.8651 | 27.49 | |
| -0.0080 | -0.11 | |
| -0.1087 | -1.03 | |
| 0.3254 | 4.51 | |
| -0.3948 | -5.19 | |
| 0.1554 | 1.92 | |
| 0.2136 | 2.27 | |
| -0.3273 | -2.89 | |
| 0.1968 | 1.34 | |
| -0.0557 | -0.41 |
Estimation Period:
Jan 2, 1990 to Apr 29, 2016
Jan 2, 1990 to Apr 29, 2016
News Impact Curve
Volatility Forecasts
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