IQVIA Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9646 | 8.46 | |
| 0.1754 | 3.12 | |
| 0.4267 | 3.36 | |
| -0.2782 | -2.21 | |
| 0.3263 | 1.60 | |
| -0.1116 | -0.75 | |
| 0.4738 | 4.15 | |
| -1.0772 | -4.60 |
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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