Perspecta Inc. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5190 | 1.88 | |
| 0.4350 | 2.45 | |
| 0.4465 | 6.34 | |
| 10.2076 | 0.35 | |
| -22.8998 | -0.56 | |
| 29.5020 | 1.64 | |
| -37.5876 | -3.08 | |
| 56.2356 | 3.92 | |
| -76.1656 | -4.26 | |
| 68.5900 | 3.16 | |
| -59.1671 | -2.71 | |
| 52.0469 | 3.62 |
Estimation Period:
May 24, 2018 to Apr 30, 2021
May 24, 2018 to Apr 30, 2021
News Impact Curve
Volatility Forecasts
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