Dow Jones & Co Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2640 | 7.37 | |
| 0.0783 | 5.43 | |
| 0.8802 | 35.71 | |
| 0.0071 | 1.41 |
Estimation Period:
Jan 1, 1990 to Dec 13, 2007
Jan 1, 1990 to Dec 13, 2007
News Impact Curve
Volatility Forecasts
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