PHI Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6734 | 4.30 | |
| 0.1193 | 8.84 | |
| 0.8339 | 48.98 | |
| 0.0503 | 0.80 | |
| -0.1318 | -1.30 | |
| 0.1099 | 1.16 | |
| -0.0432 | -0.56 | |
| 0.0659 | 1.11 | |
| -0.1169 | -2.04 | |
| 0.0733 | 1.01 | |
| 0.3136 | 1.69 |
Estimation Period:
Jan 2, 1990 to Aug 2, 2019
Jan 2, 1990 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
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