Diamond Foods Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9119 | 3.87 | |
| 0.0323 | 2.39 | |
| 0.9493 | 30.29 | |
| 0.2052 | 0.86 | |
| -0.4616 | -1.17 | |
| 0.5915 | 2.04 | |
| -0.6915 | -2.61 | |
| 0.5202 | 2.42 |
Estimation Period:
Jul 21, 2005 to Feb 26, 2016
Jul 21, 2005 to Feb 26, 2016
News Impact Curve
Volatility Forecasts
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