Pactiv LLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4421 | 4.06 | |
| 0.1240 | 3.03 | |
| 0.8316 | 38.01 | |
| -0.2330 | -0.86 | |
| 0.5185 | 1.04 | |
| -0.5004 | -1.06 | |
| 0.5661 | 1.53 | |
| -1.8836 | -6.41 |
Estimation Period:
Oct 26, 1999 to Nov 16, 2010
Oct 26, 1999 to Nov 16, 2010
News Impact Curve
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