Rentrak Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9394 | 6.58 | |
| 0.1027 | 6.12 | |
| 0.7153 | 12.81 | |
| -0.0776 | -1.23 | |
| 0.0964 | 0.99 | |
| 0.0541 | 0.81 | |
| -0.2639 | -4.82 | |
| 0.2829 | 4.82 | |
| -0.0211 | -0.33 | |
| -0.1063 | -1.55 | |
| 0.0488 | 0.58 | |
| 0.0141 | 0.11 |
Estimation Period:
Jan 2, 1990 to Jan 29, 2016
Jan 2, 1990 to Jan 29, 2016
News Impact Curve
Volatility Forecasts
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