Family Dollar Stores LLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2560 | 5.44 | |
| 0.0498 | 7.94 | |
| 0.9426 | 77.18 | |
| -0.0822 | -0.68 | |
| 0.1465 | 0.77 | |
| -0.0474 | -0.36 | |
| -0.1315 | -1.10 | |
| 0.2327 | 1.74 | |
| -0.1274 | -0.98 | |
| -0.1241 | -1.02 | |
| 0.2339 | 2.69 |
Estimation Period:
Jan 1, 1990 to Jul 2, 2015
Jan 1, 1990 to Jul 2, 2015
News Impact Curve
Volatility Forecasts
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