CommerceHub Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5950 | 2.63 | |
| 0.6166 | 4.58 | |
| 0.3745 | 2.74 | |
| -40.7130 | -0.40 | |
| 60.8548 | 0.51 | |
| -29.3909 | -0.55 | |
| 16.2997 | 0.32 | |
| -19.6970 | -0.34 | |
| 40.7620 | 0.81 | |
| -106.3730 | -2.86 | |
| 133.2181 | 5.32 |
Estimation Period:
Jul 22, 2016 to May 18, 2018
Jul 22, 2016 to May 18, 2018
News Impact Curve
Volatility Forecasts
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