QAD Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9331 | 6.80 | |
| 0.1928 | 6.71 | |
| 0.5277 | 10.62 | |
| -0.1966 | -2.38 | |
| 0.1819 | 1.40 | |
| -0.0825 | -0.83 | |
| 0.4111 | 4.72 | |
| -0.6370 | -7.88 | |
| 0.5272 | 6.49 | |
| -0.2975 | -3.53 | |
| 0.1773 | 1.89 | |
| 0.0114 | 0.05 |
Estimation Period:
Aug 6, 1997 to Oct 15, 2021
Aug 6, 1997 to Oct 15, 2021
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Equities