Iconix Brand Group Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6185 | 4.16 | |
| 0.1122 | 6.54 | |
| 0.8137 | 31.99 | |
| 0.0032 | 0.04 | |
| -0.0788 | -0.61 | |
| 0.1519 | 1.49 | |
| -0.2268 | -3.40 | |
| 0.2631 | 3.15 | |
| -0.1231 | -1.38 | |
| -0.0646 | -0.86 | |
| 0.3091 | 4.79 | |
| -0.4044 | -2.80 | |
| 0.1871 | 0.67 |
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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