CDI Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0971 | 8.38 | |
| 0.1459 | 6.23 | |
| 0.6406 | 10.39 | |
| -0.0002 | -0.00 | |
| 0.0172 | 0.24 | |
| -0.0002 | -0.00 | |
| -0.0929 | -1.93 | |
| 0.2184 | 3.90 | |
| -0.3061 | -5.40 | |
| 0.2709 | 4.57 | |
| -0.0713 | -0.57 |
Estimation Period:
Jan 2, 1990 to Sep 8, 2017
Jan 2, 1990 to Sep 8, 2017
News Impact Curve
Volatility Forecasts
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