Blue Nile Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7350 | 5.43 | |
| 0.1612 | 3.11 | |
| 0.6275 | 7.21 | |
| 0.3188 | 1.30 | |
| 0.2747 | 0.76 | |
| -1.5185 | -5.82 | |
| 1.6334 | 7.46 | |
| -1.1945 | -5.74 | |
| 0.7673 | 3.55 | |
| -0.3521 | -1.45 | |
| 0.0889 | 0.43 |
Estimation Period:
May 21, 2004 to Feb 10, 2017
May 21, 2004 to Feb 10, 2017
News Impact Curve
Volatility Forecasts
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