OptionsXpress Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1666 | 6.13 | |
| 0.0787 | 2.11 | |
| 0.2291 | 1.12 | |
| 3.7649 | 2.64 | |
| -6.1433 | -2.88 | |
| 3.7081 | 2.85 | |
| -1.6108 | -1.51 | |
| 2.0171 | 2.05 | |
| -6.2357 | -5.83 | |
| 8.1932 | 5.91 | |
| -4.4029 | -3.25 | |
| 0.4700 | 0.63 |
Estimation Period:
Jan 25, 2005 to Aug 31, 2011
Jan 25, 2005 to Aug 31, 2011
News Impact Curve
Volatility Forecasts
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