Nortek Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6982 | 1.68 | |
| 0.2133 | 3.21 | |
| 0.6868 | 18.56 | |
| -4.5473 | -1.90 | |
| 5.8058 | 1.88 | |
| -1.0353 | -0.75 | |
| -0.0473 | -0.03 | |
| 0.8312 | 0.49 | |
| -7.8191 | -5.23 |
Estimation Period:
Jun 15, 2010 to Aug 26, 2016
Jun 15, 2010 to Aug 26, 2016
News Impact Curve
Volatility Forecasts
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