Raytheon Co Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7779 | 4.90 | |
| 0.0987 | 8.53 | |
| 0.8238 | 43.21 | |
| -0.0376 | -1.07 | |
| 0.1389 | 2.75 | |
| -0.2585 | -8.12 | |
| 0.2709 | 10.37 | |
| -0.1682 | -7.64 | |
| 0.0813 | 3.57 | |
| -0.0045 | -0.14 |
Estimation Period:
Jan 1, 1990 to Apr 3, 2020
Jan 1, 1990 to Apr 3, 2020
News Impact Curve
Volatility Forecasts
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