Reebok International Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9356 | 5.25 | |
| 0.3546 | 1.85 | |
| 0.0821 | 1.29 | |
| -0.5086 | -2.23 | |
| 0.5753 | 1.72 | |
| -0.0179 | -0.07 | |
| 0.1513 | 0.52 | |
| -0.4074 | -1.47 | |
| 0.5355 | 2.10 | |
| -0.8616 | -3.22 | |
| 0.7166 | 2.54 | |
| -0.3221 | -1.30 | |
| 0.3429 | 1.89 |
Estimation Period:
Jan 1, 1990 to Jan 31, 2006
Jan 1, 1990 to Jan 31, 2006
News Impact Curve
Volatility Forecasts
Other Reebok International Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on Equities