Pactiv LLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2464 | 3.22 | |
| 0.1348 | 3.57 | |
| 0.8373 | 43.31 | |
| -1.3358 | -1.04 | |
| 1.7955 | 1.01 | |
| -0.5566 | -0.48 | |
| 0.0697 | 0.06 | |
| 0.7047 | 0.48 | |
| -1.8737 | -0.88 | |
| 2.1505 | 0.91 | |
| -0.4961 | -0.28 | |
| -3.5404 | -2.46 | |
| 5.3797 | 5.51 |
Estimation Period:
Oct 26, 1999 to Nov 16, 2010
Oct 26, 1999 to Nov 16, 2010
News Impact Curve
Volatility Forecasts
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