DTS Inc/CA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2779 | 5.85 | |
| 0.1806 | 5.86 | |
| 0.4191 | 4.92 | |
| 0.2812 | 0.74 | |
| -0.4928 | -0.94 | |
| 0.6331 | 2.08 | |
| -0.7653 | -2.49 | |
| 0.0671 | 0.22 | |
| 1.0030 | 2.92 | |
| -1.2801 | -3.00 | |
| 0.7116 | 1.56 | |
| -0.0110 | -0.02 | |
| -0.2698 | -0.67 |
Estimation Period:
Jul 10, 2003 to Nov 25, 2016
Jul 10, 2003 to Nov 25, 2016
News Impact Curve
Volatility Forecasts
Other DTS Inc/CA Analyses
Other Zero Slope Spline-GARCH Analyses on Equities