Ameritrade Holding LLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1320 | 7.58 | |
| 0.1491 | 5.65 | |
| 0.7381 | 21.04 | |
| -0.1070 | -4.82 | |
| 0.1504 | 4.17 | |
| -0.0591 | -2.32 | |
| 0.0461 | 1.92 | |
| -0.0208 | -0.43 |
Estimation Period:
Mar 4, 1997 to Oct 5, 2020
Mar 4, 1997 to Oct 5, 2020
News Impact Curve
Volatility Forecasts
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