Mattersight Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9373 | 6.23 | |
| 0.2218 | 6.68 | |
| 0.6091 | 12.86 | |
| -0.2350 | -1.43 | |
| 0.3697 | 1.45 | |
| 0.0226 | 0.14 | |
| -0.3699 | -2.61 | |
| 0.3837 | 2.76 | |
| -0.3374 | -2.35 | |
| 0.2874 | 2.40 | |
| -0.1544 | -2.01 |
Estimation Period:
Feb 11, 2000 to Aug 17, 2018
Feb 11, 2000 to Aug 17, 2018
News Impact Curve
Volatility Forecasts
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