DreamWorks Animation SKG Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0301 | 5.63 | |
| 0.0783 | 2.64 | |
| 0.6409 | 5.42 | |
| -0.2984 | -0.88 | |
| 1.0887 | 2.19 | |
| -1.5909 | -5.57 | |
| 1.2100 | 4.77 | |
| -0.5726 | -2.05 | |
| 0.3384 | 1.23 | |
| -0.0949 | -0.26 | |
| -1.2589 | -2.54 |
Estimation Period:
Oct 28, 2004 to Aug 19, 2016
Oct 28, 2004 to Aug 19, 2016
News Impact Curve
Volatility Forecasts
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