Pinnacle Foods Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1577 | 3.58 | |
| 0.2726 | 2.49 | |
| 0.0000 | 0.00 | |
| -1.7360 | -0.52 | |
| 2.9675 | 0.65 | |
| -3.5094 | -1.37 | |
| 6.7689 | 2.46 | |
| -8.9848 | -3.81 | |
| 6.3532 | 2.00 | |
| -2.7614 | -0.75 | |
| 3.7365 | 1.11 | |
| -7.2274 | -2.58 | |
| 6.7522 | 3.46 |
Estimation Period:
Mar 29, 2013 to Oct 19, 2018
Mar 29, 2013 to Oct 19, 2018
News Impact Curve
Volatility Forecasts
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