Cooper Tire & Rubber Co Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6982 | 5.69 | |
| 0.1402 | 6.63 | |
| 0.6839 | 16.22 | |
| -0.0984 | -2.01 | |
| 0.1295 | 2.18 | |
| -0.0006 | -0.02 | |
| -0.1041 | -2.43 | |
| 0.1951 | 4.61 | |
| -0.2593 | -5.76 | |
| 0.1900 | 3.48 | |
| -0.0310 | -0.53 | |
| -0.0215 | -0.25 |
Estimation Period:
Jan 2, 1990 to Jun 4, 2021
Jan 2, 1990 to Jun 4, 2021
News Impact Curve
Volatility Forecasts
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