Chicago Bridge & Iron Co NV Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8828 | 3.60 | |
| 0.1041 | 6.50 | |
| 0.8376 | 35.73 | |
| -0.0153 | -0.14 | |
| -0.0407 | -0.22 | |
| 0.1536 | 0.98 | |
| -0.0841 | -0.58 | |
| -0.1740 | -0.98 | |
| 0.2626 | 1.47 | |
| -0.0242 | -0.16 | |
| -0.1570 | -1.56 |
Estimation Period:
Mar 28, 1997 to May 4, 2018
Mar 28, 1997 to May 4, 2018
News Impact Curve
Volatility Forecasts
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