PHI Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8252 | 2.53 | |
| 0.1422 | 8.74 | |
| 0.7820 | 35.77 | |
| -0.0739 | -0.41 | |
| -0.0442 | -0.18 | |
| 0.2904 | 2.12 | |
| -0.3425 | -3.20 | |
| 0.3500 | 3.44 | |
| -0.2881 | -3.09 | |
| 0.1037 | 1.26 | |
| 0.0637 | 0.69 | |
| 0.2011 | 1.20 |
Estimation Period:
Jan 1, 1991 to Aug 2, 2019
Jan 1, 1991 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
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