Versar Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0147 | 8.69 | |
| 0.1506 | 7.13 | |
| 0.7026 | 20.69 | |
| -0.0402 | -2.07 | |
| 0.0794 | 2.62 | |
| -0.0854 | -3.29 | |
| 0.0795 | 2.29 | |
| -0.0672 | -1.60 | |
| 0.1835 | 3.27 |
Estimation Period:
Jan 1, 1990 to Nov 10, 2017
Jan 1, 1990 to Nov 10, 2017
News Impact Curve
Volatility Forecasts
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