Iconix Brand Group Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6333 | 4.28 | |
| 0.1122 | 6.57 | |
| 0.8146 | 32.44 | |
| 0.0079 | 0.10 | |
| -0.0780 | -0.61 | |
| 0.1356 | 1.36 | |
| -0.2044 | -3.13 | |
| 0.2420 | 2.89 | |
| -0.1079 | -1.21 | |
| -0.0713 | -0.91 | |
| 0.3086 | 4.70 | |
| -0.3996 | -4.06 | |
| 0.1766 | 1.60 |
Estimation Period:
Jan 22, 1990 to Jul 30, 2021
Jan 22, 1990 to Jul 30, 2021
News Impact Curve
Volatility Forecasts
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