NeuStar Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2795 | 3.32 | |
| 0.1845 | 6.30 | |
| 0.7282 | 15.86 | |
| -0.1008 | -0.17 | |
| 0.5720 | 0.65 | |
| -1.5063 | -2.23 | |
| 1.8419 | 2.85 | |
| -0.9309 | -1.77 | |
| 0.3169 | 0.64 | |
| -0.3378 | -0.61 | |
| 0.1506 | 0.22 | |
| -2.8725 | -2.81 |
Estimation Period:
Jun 29, 2005 to Aug 4, 2017
Jun 29, 2005 to Aug 4, 2017
News Impact Curve
Volatility Forecasts
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