Splunk Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9749 | 5.00 | |
| 0.0494 | 2.34 | |
| 0.8159 | 9.24 | |
| 2.4426 | 4.34 | |
| -3.6006 | -4.00 | |
| 1.7378 | 2.72 | |
| -1.0887 | -1.56 | |
| 1.2266 | 1.39 | |
| -1.2924 | -1.68 | |
| 1.0653 | 1.65 | |
| -0.9938 | -1.20 | |
| 1.3494 | 1.06 | |
| -5.8006 | -3.45 |
Estimation Period:
Apr 19, 2012 to Mar 15, 2024
Apr 19, 2012 to Mar 15, 2024
News Impact Curve
Volatility Forecasts
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