Pendrell Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 25th, 2022:88.68% (-21.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4321 | 2.74 | |
| 0.2439 | 5.75 | |
| 0.6342 | 13.10 | |
| -0.8698 | -1.68 | |
| 0.5366 | 0.76 | |
| 1.8808 | 4.26 | |
| -2.7043 | -7.11 | |
| 1.4768 | 3.75 | |
| -0.7259 | -1.36 | |
| 0.8825 | 1.61 | |
| -0.3447 | -0.61 | |
| -0.7748 | -0.99 | |
| 1.0336 | 1.50 |
Estimation Period:
Jun 12, 2000 to Apr 22, 2022
Jun 12, 2000 to Apr 22, 2022
News Impact Curve
Volatility Forecasts
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