Federal-Mogul Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3009 | 2.08 | |
| 0.2443 | 8.87 | |
| 0.7553 | 27.48 | |
| -2.4736 | -1.90 | |
| 2.5646 | 1.45 | |
| 0.5726 | 0.70 | |
| -1.3167 | -1.70 | |
| 0.7190 | 1.07 | |
| 0.0941 | 0.26 |
Estimation Period:
Dec 17, 2007 to Jan 20, 2017
Dec 17, 2007 to Jan 20, 2017
News Impact Curve
Volatility Forecasts
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