Cepheid Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2569 | 3.90 | |
| 0.0618 | 3.18 | |
| 0.8029 | 11.50 | |
| -0.2235 | -0.91 | |
| 0.1354 | 0.39 | |
| 0.3731 | 2.07 | |
| -0.4330 | -2.94 | |
| 0.1758 | 1.09 | |
| -0.2159 | -0.93 | |
| 0.5700 | 2.39 | |
| -0.5778 | -2.99 |
Estimation Period:
Jun 21, 2000 to Nov 4, 2016
Jun 21, 2000 to Nov 4, 2016
News Impact Curve
Volatility Forecasts
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