VWR Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7801 | 3.08 | |
| 0.1661 | 2.53 | |
| 0.2905 | 1.60 | |
| -17.8945 | -1.67 | |
| 17.0746 | 1.13 | |
| 9.1325 | 0.98 | |
| -13.7627 | -1.48 | |
| 6.4360 | 0.69 | |
| -2.1236 | -0.19 | |
| 3.7074 | 0.27 | |
| -0.2466 | -0.01 | |
| -39.0720 | -1.14 | |
| 92.3704 | 1.97 |
Estimation Period:
Oct 2, 2014 to Nov 17, 2017
Oct 2, 2014 to Nov 17, 2017
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Equities