Gannett Co Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7975 | 8.34 | |
| 0.0759 | 8.53 | |
| 0.8706 | 47.92 | |
| -0.0470 | -0.80 | |
| 0.1238 | 1.23 | |
| -0.0985 | -1.28 | |
| -0.0862 | -1.53 | |
| 0.3070 | 6.07 | |
| -0.3035 | -5.68 | |
| 0.0638 | 0.99 | |
| 0.1401 | 1.47 | |
| -0.1608 | -1.79 |
Estimation Period:
Jan 2, 1990 to Nov 22, 2019
Jan 2, 1990 to Nov 22, 2019
News Impact Curve
Volatility Forecasts
Other Gannett Co Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities