Dana Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4895 | 6.78 | |
| 0.0606 | 4.05 | |
| 0.8994 | 29.33 | |
| -0.0092 | -0.38 | |
| 0.0704 | 1.80 | |
| -0.1348 | -3.36 | |
| 0.2692 | 3.89 |
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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