Fairchild Semiconductor International Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2150 | 4.67 | |
| 0.0413 | 5.08 | |
| 0.9401 | 78.32 | |
| -0.1032 | -0.77 | |
| 0.0400 | 0.19 | |
| 0.2079 | 1.18 | |
| -0.1671 | -0.95 | |
| -0.1129 | -0.71 | |
| 0.3667 | 1.82 | |
| -1.1799 | -3.47 |
Estimation Period:
Aug 4, 1999 to Sep 16, 2016
Aug 4, 1999 to Sep 16, 2016
News Impact Curve
Volatility Forecasts
Other Fairchild Semiconductor International Inc Analyses
Other Spline-GARCH Analyses on Equities