Datawatch Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0519 | 6.91 | |
| 0.1691 | 5.98 | |
| 0.5939 | 8.88 | |
| -0.0583 | -1.88 | |
| 0.1255 | 2.61 | |
| -0.1673 | -4.29 | |
| 0.1856 | 4.72 | |
| -0.1517 | -3.29 | |
| 0.1319 | 2.13 | |
| -0.1352 | -1.05 |
Estimation Period:
May 28, 1992 to Dec 7, 2018
May 28, 1992 to Dec 7, 2018
News Impact Curve
Volatility Forecasts
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