IQVIA Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8822 | 7.20 | |
| 0.1820 | 3.71 | |
| 0.4411 | 4.22 | |
| -0.6002 | -2.46 | |
| 0.6160 | 1.52 | |
| -0.0214 | -0.05 | |
| 0.0084 | 0.02 | |
| -0.1564 | -0.51 | |
| 0.9769 | 2.72 | |
| -1.4905 | -2.58 | |
| 0.7571 | 1.42 |
Estimation Period:
Jun 22, 1998 to Feb 26, 2010
Jun 22, 1998 to Feb 26, 2010
News Impact Curve
Volatility Forecasts
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