Verizon Connect Ireland Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8001 | 2.74 | |
| 0.5019 | 2.30 | |
| 0.1451 | 1.54 | |
| -1.7548 | -0.26 | |
| 4.3941 | 0.40 | |
| -8.2823 | -1.11 | |
| 10.4387 | 1.53 | |
| -9.1232 | -1.22 | |
| 7.6100 | 1.09 | |
| -3.3550 | -0.56 | |
| -1.5000 | -0.19 | |
| -28.7205 | -1.60 |
Estimation Period:
Oct 5, 2012 to Nov 4, 2016
Oct 5, 2012 to Nov 4, 2016
News Impact Curve
Volatility Forecasts
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