Dyax Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3709 | 6.20 | |
| 0.1263 | 5.80 | |
| 0.5517 | 7.73 | |
| 0.0381 | 0.15 | |
| -0.1402 | -0.32 | |
| 0.0459 | 0.11 | |
| 0.2718 | 0.66 | |
| -0.1543 | -0.34 | |
| -0.5191 | -1.03 | |
| 0.9392 | 2.60 | |
| -0.6079 | -2.40 | |
| 0.0940 | 0.23 | |
| 0.0322 | 0.08 |
Estimation Period:
Aug 15, 2000 to Jan 19, 2016
Aug 15, 2000 to Jan 19, 2016
News Impact Curve
Volatility Forecasts
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