Mattersight Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9397 | 6.13 | |
| 0.2282 | 6.47 | |
| 0.6052 | 12.93 | |
| -0.2405 | -1.46 | |
| 0.3748 | 1.47 | |
| 0.0301 | 0.18 | |
| -0.3914 | -2.74 | |
| 0.4259 | 3.04 | |
| -0.4232 | -2.94 | |
| 0.4763 | 3.47 | |
| -0.6855 | -3.42 |
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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