IAA Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0379 | 4.45 | |
| 0.0838 | 2.42 | |
| 0.7988 | 11.62 | |
| 2.3679 | 0.66 | |
| -5.6342 | -0.97 | |
| 6.1032 | 1.53 | |
| -1.6199 | -0.52 | |
| -6.5327 | -1.30 | |
| 13.2202 | 1.53 |
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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