Dana Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3833 | 5.41 | |
| 0.0623 | 3.95 | |
| 0.8845 | 24.73 | |
| -0.3891 | -2.35 | |
| 0.6727 | 2.58 | |
| -0.5169 | -2.48 | |
| 0.4943 | 2.65 | |
| -0.3768 | -2.02 | |
| 0.1521 | 0.54 | |
| -0.2482 | -0.61 | |
| 0.7038 | 1.78 | |
| -0.8360 | -3.60 |
Estimation Period:
Jan 1, 1990 to Jan 31, 2008
Jan 1, 1990 to Jan 31, 2008
News Impact Curve
Volatility Forecasts
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