Andeavor Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8017 | 5.20 | |
| 0.0534 | 6.86 | |
| 0.9269 | 88.51 | |
| -0.0849 | -2.45 | |
| 0.1529 | 2.94 | |
| -0.1234 | -3.60 | |
| 0.0906 | 2.88 | |
| -0.0712 | -2.18 | |
| 0.0570 | 1.08 |
Estimation Period:
Jan 1, 1990 to Sep 28, 2018
Jan 1, 1990 to Sep 28, 2018
News Impact Curve
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