Chicago Bridge & Iron Co NV Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8836 | 3.61 | |
| 0.1051 | 6.54 | |
| 0.8356 | 35.52 | |
| -0.0126 | -0.11 | |
| -0.0451 | -0.24 | |
| 0.1550 | 0.99 | |
| -0.0786 | -0.54 | |
| -0.1926 | -1.09 | |
| 0.3022 | 1.68 | |
| -0.1025 | -0.65 | |
| 0.0354 | 0.19 |
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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