RR Donnelley & Sons Co Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6467 | 7.48 | |
| 0.1003 | 7.50 | |
| 0.8081 | 29.70 | |
| 0.0128 | 0.60 | |
| 0.0063 | 0.21 | |
| -0.0754 | -3.52 | |
| 0.1410 | 5.95 | |
| -0.1576 | -6.08 | |
| 0.1494 | 5.33 | |
| -0.1542 | -3.82 |
Estimation Period:
Jan 1, 1990 to Feb 18, 2022
Jan 1, 1990 to Feb 18, 2022
News Impact Curve
Volatility Forecasts
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