SUPERVALU Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6968 | 7.04 | |
| 0.1068 | 6.84 | |
| 0.7402 | 20.97 | |
| -0.0987 | -2.07 | |
| 0.1689 | 2.40 | |
| 0.0082 | 0.16 | |
| -0.2671 | -4.95 | |
| 0.3226 | 5.15 | |
| -0.1086 | -1.65 | |
| -0.1304 | -2.32 | |
| 0.1774 | 2.87 | |
| -0.1414 | -1.23 |
Estimation Period:
Jan 2, 1990 to Oct 19, 2018
Jan 2, 1990 to Oct 19, 2018
News Impact Curve
Volatility Forecasts
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