Pepsi Bottling Group Inc/The Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0740 | 5.40 | |
| 0.0779 | 2.06 | |
| 0.1858 | 0.82 | |
| -1.0067 | -2.99 | |
| 1.7940 | 3.53 | |
| -1.5385 | -3.70 | |
| 1.1507 | 2.80 | |
| -0.5667 | -1.15 | |
| 0.6694 | 1.17 | |
| -0.3997 | -0.69 | |
| -2.8514 | -3.30 |
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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