Pepsi Bottling Group Inc/The Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8914 | 3.18 | |
| 0.0231 | 2.42 | |
| 0.9610 | 39.47 | |
| -0.8056 | -0.89 | |
| 0.4382 | 0.32 | |
| 1.6891 | 1.55 | |
| -3.3279 | -2.52 | |
| 3.5378 | 2.30 | |
| -2.3952 | -1.43 | |
| 1.5095 | 0.99 | |
| -0.2279 | -0.24 | |
| -1.7915 | -2.33 | |
| 2.1274 | 3.99 |
Estimation Period:
Mar 29, 1999 to Feb 26, 2010
Mar 29, 1999 to Feb 26, 2010
News Impact Curve
Volatility Forecasts
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