Raven Industries Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9887 | 4.14 | |
| 0.1843 | 9.26 | |
| 0.7744 | 42.11 | |
| 0.1477 | 1.98 | |
| -0.3345 | -3.05 | |
| 0.2880 | 3.60 | |
| -0.0961 | -1.11 | |
| -0.0069 | -0.08 | |
| -0.0240 | -0.30 | |
| -0.0019 | -0.03 | |
| 0.1365 | 1.73 | |
| -0.3556 | -4.55 | |
| 0.4195 | 7.98 |
Estimation Period:
Jan 2, 1990 to Nov 26, 2021
Jan 2, 1990 to Nov 26, 2021
News Impact Curve
Volatility Forecasts
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