International Securities Exchange Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0414 | 2.22 | |
| 0.0000 | 0.00 | |
| 0.9062 | 18.26 | |
| 2.1538 | 0.38 | |
| 1.3142 | 0.18 | |
| -6.8541 | -1.51 | |
| 1.7822 | 0.44 | |
| 8.6389 | 1.26 | |
| -31.1223 | -2.48 | |
| 42.8247 | 3.76 |
Estimation Period:
Mar 7, 2005 to Dec 19, 2007
Mar 7, 2005 to Dec 19, 2007
News Impact Curve
Volatility Forecasts
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