Dow Jones & Co Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4243 | 8.46 | |
| 0.0762 | 4.77 | |
| 0.8752 | 29.48 | |
| 0.0177 | 2.34 | |
| -0.0220 | -2.15 |
Estimation Period:
Jan 1, 1990 to Dec 13, 2007
Jan 1, 1990 to Dec 13, 2007
News Impact Curve
Volatility Forecasts
Other Dow Jones & Co Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities