IAA Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8781 | 2.49 | |
| 0.0834 | 2.27 | |
| 0.7001 | 6.22 | |
| -4.6892 | -0.42 | |
| 13.9594 | 0.94 | |
| -26.9794 | -3.93 | |
| 34.1372 | 6.83 | |
| -25.1759 | -4.26 | |
| 14.9287 | 2.06 | |
| -5.2682 | -0.74 | |
| -11.3922 | -1.18 | |
| 18.6973 | 1.39 | |
| -9.8292 | -1.08 |
Estimation Period:
Jun 28, 2019 to Mar 17, 2023
Jun 28, 2019 to Mar 17, 2023
News Impact Curve
Volatility Forecasts
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