Anixter International Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1268 | 8.61 | |
| 0.1169 | 7.74 | |
| 0.7514 | 24.94 | |
| -0.0727 | -1.60 | |
| 0.1788 | 2.64 | |
| -0.1189 | -2.32 | |
| -0.0998 | -1.76 | |
| 0.2182 | 3.97 | |
| -0.0981 | -1.72 | |
| -0.1150 | -1.68 | |
| 0.1967 | 2.36 | |
| -0.0445 | -0.48 | |
| -0.2678 | -1.99 |
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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