OptionsXpress Holdings Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1664 | 6.00 | |
| 0.0905 | 2.54 | |
| 0.2789 | 1.58 | |
| 3.7631 | 2.59 | |
| -6.1434 | -2.83 | |
| 3.7222 | 2.83 | |
| -1.6356 | -1.51 | |
| 2.0091 | 2.03 | |
| -6.0936 | -5.93 | |
| 7.7096 | 6.69 | |
| -3.2444 | -2.16 | |
| -2.3160 | -0.48 |
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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