FEI Co Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9645 | 7.76 | |
| 0.0597 | 4.24 | |
| 0.8640 | 26.95 | |
| -0.0460 | -0.65 | |
| 0.0327 | 0.30 | |
| -0.0996 | -1.23 | |
| 0.2708 | 2.77 | |
| -0.2369 | -1.69 | |
| 0.0869 | 0.59 | |
| -0.0147 | -0.14 | |
| 0.0343 | 0.53 |
Estimation Period:
Jun 1, 1995 to Sep 16, 2016
Jun 1, 1995 to Sep 16, 2016
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on Equities