Exa Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9152 | 3.96 | |
| 0.2325 | 2.69 | |
| 0.1916 | 1.45 | |
| -2.3444 | -1.57 | |
| 3.7727 | 1.70 | |
| -1.8601 | -1.18 | |
| -0.4209 | -0.29 | |
| 2.4188 | 1.77 | |
| -3.7974 | -3.06 | |
| 8.0992 | 3.28 |
Estimation Period:
Jun 28, 2012 to Nov 10, 2017
Jun 28, 2012 to Nov 10, 2017
News Impact Curve
Volatility Forecasts
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