Virtusa Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0305 | 2.83 | |
| 0.2836 | 4.48 | |
| 0.6370 | 12.95 | |
| -0.5776 | -1.05 | |
| 1.0984 | 1.33 | |
| -0.8102 | -1.80 | |
| 0.2695 | 0.74 | |
| 0.5044 | 1.40 | |
| -1.2105 | -3.28 | |
| 1.6714 | 3.98 | |
| -3.5589 | -5.82 |
Estimation Period:
Aug 3, 2007 to Feb 5, 2021
Aug 3, 2007 to Feb 5, 2021
News Impact Curve
Volatility Forecasts
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