Indigo Books & Music Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9193 | 6.58 | |
| 0.2067 | 4.65 | |
| 0.6223 | 10.36 | |
| 0.1285 | 1.89 | |
| -0.2825 | -2.66 | |
| 0.1212 | 1.63 | |
| 0.1968 | 3.14 | |
| -0.2686 | -3.18 | |
| 0.1789 | 1.56 | |
| -0.1878 | -1.58 | |
| 0.3070 | 3.18 | |
| -0.3274 | -2.86 | |
| 0.1460 | 1.40 |
Estimation Period:
Dec 4, 1996 to May 31, 2024
Dec 4, 1996 to May 31, 2024
News Impact Curve
Volatility Forecasts
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