CommerceHub Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1474 | 2.28 | |
| 0.5749 | 3.94 | |
| 0.4013 | 2.23 | |
| -16.2903 | -0.47 | |
| 30.3727 | 0.73 | |
| -22.5289 | -1.19 | |
| 13.0925 | 0.50 | |
| 0.2236 | 0.01 | |
| -100.3538 | -1.72 |
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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