Cray Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4889 | 7.36 | |
| 0.0974 | 4.52 | |
| 0.7331 | 11.55 | |
| 0.1208 | 1.05 | |
| -0.1966 | -1.09 | |
| 0.1138 | 0.85 | |
| -0.0699 | -0.45 | |
| 0.0788 | 0.52 | |
| -0.1260 | -0.84 | |
| 0.1615 | 0.91 | |
| -0.0633 | -0.27 | |
| -0.1661 | -0.68 | |
| 0.2531 | 1.56 |
Estimation Period:
Sep 26, 1995 to Sep 20, 2019
Sep 26, 1995 to Sep 20, 2019
News Impact Curve
Volatility Forecasts
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