Investment Technology Group Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0161 | 9.33 | |
| 0.0454 | 7.08 | |
| 0.9359 | 88.30 | |
| -0.0020 | -0.91 | |
| 0.0030 | 1.02 |
Estimation Period:
Jan 2, 1990 to Feb 22, 2019
Jan 2, 1990 to Feb 22, 2019
News Impact Curve
Volatility Forecasts
Other Investment Technology Group Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities