Washington Mutual Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5376 | 6.35 | |
| 0.1335 | 4.43 | |
| 0.8179 | 25.80 | |
| 0.0117 | 0.34 | |
| 0.0342 | 0.61 | |
| -0.1562 | -3.89 | |
| 0.3231 | 9.29 | |
| -0.3479 | -11.52 |
Estimation Period:
Jan 2, 1990 to Mar 19, 2012
Jan 2, 1990 to Mar 19, 2012
News Impact Curve
Volatility Forecasts
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