Electronic Data Systems Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9117 | 8.24 | |
| 0.2484 | 5.00 | |
| 0.5288 | 9.83 | |
| 0.1525 | 1.22 | |
| -0.3367 | -1.67 | |
| 0.3909 | 2.68 | |
| -0.2262 | -1.61 | |
| -0.1098 | -0.80 | |
| 0.2615 | 2.14 | |
| -0.4559 | -2.96 | |
| 0.7154 | 3.10 | |
| -0.5373 | -2.38 |
Estimation Period:
Jan 1, 1990 to Aug 26, 2008
Jan 1, 1990 to Aug 26, 2008
News Impact Curve
Volatility Forecasts
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