Viacom Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9875 | 5.83 | |
| 0.0778 | 7.36 | |
| 0.9009 | 75.14 | |
| -0.0062 | -2.05 | |
| 0.0157 | 3.04 |
Estimation Period:
Jan 1, 1990 to Nov 29, 2019
Jan 1, 1990 to Nov 29, 2019
News Impact Curve
Volatility Forecasts
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