Avaya Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4363 | 2.75 | |
| 0.2548 | 2.50 | |
| 0.2191 | 1.49 | |
| 2.3090 | 1.30 | |
| -3.3370 | -1.27 | |
| 0.5404 | 0.30 | |
| 0.5334 | 0.34 | |
| 2.2656 | 1.70 | |
| -4.2493 | -4.71 |
Estimation Period:
Dec 19, 2017 to Feb 10, 2023
Dec 19, 2017 to Feb 10, 2023
News Impact Curve
Volatility Forecasts
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