Micro Focus Software Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8354 | 9.05 | |
| 0.2284 | 7.14 | |
| 0.4743 | 8.91 | |
| 0.0070 | 0.21 | |
| -0.0032 | -0.06 | |
| 0.0110 | 0.30 | |
| -0.1092 | -2.94 | |
| 0.1665 | 3.73 | |
| -0.0776 | -1.93 |
Estimation Period:
Jan 1, 1990 to Apr 27, 2011
Jan 1, 1990 to Apr 27, 2011
News Impact Curve
Volatility Forecasts
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