Perspecta Inc. Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3698 | 3.22 | |
| 0.2062 | 1.96 | |
| 0.0000 | 0.00 | |
| 20.6715 | 1.18 | |
| -34.7032 | -1.38 | |
| 31.2059 | 2.45 | |
| -40.7400 | -3.83 | |
| 61.2475 | 5.89 | |
| -76.1727 | -6.93 | |
| 59.1914 | 4.23 | |
| -32.9464 | -1.72 | |
| -19.7004 | -0.56 |
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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