Electronic Data Systems Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7881 | 7.70 | |
| 0.2579 | 4.87 | |
| 0.4985 | 9.59 | |
| -0.0583 | -1.92 | |
| 0.1284 | 2.96 | |
| -0.1093 | -3.45 | |
| -0.0441 | -1.10 | |
| 0.3190 | 3.52 |
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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