Dominion Diamond Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1913 | 3.87 | |
| 0.0929 | 8.86 | |
| 0.8924 | 100.19 | |
| -0.5854 | -3.03 | |
| 0.9031 | 3.12 | |
| -0.4466 | -2.24 | |
| 0.1140 | 0.74 | |
| 0.0302 | 0.20 | |
| 0.1560 | 0.86 | |
| -0.3447 | -1.73 | |
| 0.1466 | 0.71 | |
| -0.1729 | -0.91 | |
| 0.4657 | 3.63 |
Estimation Period:
Jun 15, 1992 to Oct 27, 2017
Jun 15, 1992 to Oct 27, 2017
News Impact Curve
Volatility Forecasts
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