Meritor Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9569 | 1.48 | |
| 0.1923 | 3.74 | |
| 0.7869 | 36.05 | |
| 0.0625 | 0.42 | |
| -0.0378 | -0.18 | |
| 0.0217 | 0.18 | |
| -0.1220 | -1.04 | |
| 0.0850 | 0.64 | |
| -0.0606 | -0.44 | |
| 0.2460 | 1.65 | |
| -1.0475 | -4.81 |
Estimation Period:
Jul 10, 2000 to Jul 29, 2022
Jul 10, 2000 to Jul 29, 2022
News Impact Curve
Volatility Forecasts
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