Navistar International Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0777 | 4.71 | |
| 0.0706 | 7.72 | |
| 0.9204 | 57.84 | |
| -0.2568 | -2.38 | |
| 0.3755 | 2.28 | |
| -0.0816 | -0.57 | |
| -0.1874 | -1.19 | |
| 0.2945 | 1.87 | |
| -0.2257 | -1.63 | |
| 0.1638 | 1.22 | |
| -0.2060 | -1.19 | |
| 0.3197 | 1.22 | |
| -0.9623 | -2.83 |
Estimation Period:
Jan 2, 1990 to Jun 25, 2021
Jan 2, 1990 to Jun 25, 2021
News Impact Curve
Volatility Forecasts
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