Northrop Grumman Innovation Systems Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9238 | 3.90 | |
| 0.1456 | 7.23 | |
| 0.8362 | 66.44 | |
| -0.0653 | -0.94 | |
| 0.1624 | 1.64 | |
| -0.1834 | -2.93 | |
| 0.1057 | 1.90 | |
| 0.0481 | 0.84 | |
| -0.2147 | -4.17 | |
| 0.2417 | 6.90 |
Estimation Period:
Oct 3, 1990 to Jun 1, 2018
Oct 3, 1990 to Jun 1, 2018
News Impact Curve
Volatility Forecasts
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