Anixter International Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3031 | 9.77 | |
| 0.1082 | 7.54 | |
| 0.7705 | 26.48 | |
| 0.0366 | 1.61 | |
| -0.0056 | -0.15 | |
| -0.1035 | -3.45 | |
| 0.1546 | 5.31 | |
| -0.1653 | -5.82 | |
| 0.1571 | 5.69 | |
| -0.1040 | -4.84 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2020
Jan 2, 1990 to Jun 19, 2020
News Impact Curve
Volatility Forecasts
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