Avaya LLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7572 | 3.80 | |
| 0.2689 | 2.70 | |
| 0.5271 | 6.23 | |
| -1.2900 | -0.56 | |
| 5.5573 | 1.45 | |
| -8.5849 | -2.79 | |
| 5.5972 | 2.05 | |
| -2.2487 | -0.96 | |
| 3.8865 | 1.58 | |
| -6.2314 | -2.02 | |
| 6.1623 | 2.25 | |
| -6.1459 | -2.91 | |
| 5.3465 | 3.27 |
Estimation Period:
Sep 15, 2000 to Oct 25, 2007
Sep 15, 2000 to Oct 25, 2007
News Impact Curve
Volatility Forecasts
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