Newport Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6182 | 5.66 | |
| 0.0903 | 7.71 | |
| 0.7960 | 25.19 | |
| 0.0010 | 0.01 | |
| -0.1300 | -1.37 | |
| 0.3571 | 5.47 | |
| -0.4359 | -6.59 | |
| 0.1949 | 2.76 | |
| 0.1714 | 2.05 | |
| -0.2446 | -2.54 | |
| -0.0011 | -0.01 | |
| 0.4145 | 1.75 |
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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