Dominion Diamond Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5449 | 5.65 | |
| 0.0888 | 7.54 | |
| 0.8877 | 78.03 | |
| -0.2310 | -2.44 | |
| 0.4150 | 2.88 | |
| -0.3275 | -3.18 | |
| 0.2123 | 1.97 | |
| 0.0488 | 0.49 | |
| -0.3700 | -4.11 | |
| 0.5035 | 4.54 | |
| -0.8770 | -5.45 |
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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