NYSE Euronext Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 62.6611 | 626,610,900.00 | |
| 0.7775 | 7,774,530.00 | |
| 0.2224 | 2,224,420.00 | |
| 0.5637 | 5,637,150.00 | |
| -48.5233 | -485,233,400.00 | |
| 155.9807 | 1,559,807,000.00 | |
| -335.9161 | -3,359,161,000.00 |
Estimation Period:
Aug 13, 2004 to Dec 19, 2014
Aug 13, 2004 to Dec 19, 2014
News Impact Curve
Volatility Forecasts
Other NYSE Euronext Analyses
Other Spline-GARCH Analyses on Equities