International Securities Exchange Holdings Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3614 | 3.89 | |
| 0.0000 | 0.00 | |
| 0.3999 | 1.56 | |
| -11.5608 | -0.87 | |
| 31.7829 | 1.58 | |
| -28.5709 | -2.16 | |
| 8.3168 | 0.78 | |
| -1.3840 | -0.14 | |
| -3.9324 | -0.31 | |
| 29.5084 | 1.29 | |
| -76.0824 | -2.17 | |
| 80.2324 | 2.62 | |
| -31.8822 | -1.59 |
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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