Avaya LLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5426 | 3.99 | |
| 0.1929 | 3.76 | |
| 0.5363 | 5.08 | |
| -1.6125 | -0.76 | |
| 5.9401 | 1.71 | |
| -8.5594 | -3.16 | |
| 5.4183 | 2.24 | |
| -1.9835 | -0.93 | |
| 3.2528 | 1.39 | |
| -4.9929 | -1.65 | |
| 4.0138 | 1.37 | |
| -1.6749 | -0.50 | |
| -5.6261 | -1.01 |
Estimation Period:
Sep 15, 2000 to Oct 25, 2007
Sep 15, 2000 to Oct 25, 2007
News Impact Curve
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