FEI Co Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0140 | 5.79 | |
| 0.1032 | 5.02 | |
| 0.8389 | 43.73 | |
| -0.0597 | -0.67 | |
| 0.0386 | 0.28 | |
| -0.0764 | -0.71 | |
| 0.2552 | 1.94 | |
| -0.2467 | -1.31 | |
| 0.0620 | 0.31 | |
| 0.1629 | 0.95 | |
| -0.8504 | -3.47 |
Estimation Period:
Jun 1, 1995 to Sep 16, 2016
Jun 1, 1995 to Sep 16, 2016
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Equities