McAfee Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5222 | 6.86 | |
| 0.0633 | 4.30 | |
| 0.8820 | 22.52 | |
| 0.0040 | 0.10 | |
| 0.0602 | 0.94 | |
| -0.1933 | -3.93 | |
| 0.2335 | 4.22 | |
| -0.0999 | -0.85 |
Estimation Period:
Oct 5, 1992 to Feb 28, 2011
Oct 5, 1992 to Feb 28, 2011
News Impact Curve
Volatility Forecasts
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