DTS Inc/CA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2922 | 5.88 | |
| 0.1776 | 5.90 | |
| 0.4310 | 5.18 | |
| 0.3157 | 0.83 | |
| -0.5495 | -1.04 | |
| 0.6733 | 2.20 | |
| -0.7974 | -2.59 | |
| 0.0919 | 0.31 | |
| 0.9810 | 2.85 | |
| -1.2459 | -2.91 | |
| 0.6343 | 1.38 | |
| 0.1751 | 0.33 | |
| -0.7790 | -0.83 |
Estimation Period:
Jul 10, 2003 to Nov 25, 2016
Jul 10, 2003 to Nov 25, 2016
News Impact Curve
Volatility Forecasts
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