WABCO Holdings Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1810 | 2.32 | |
| 0.1682 | 5.52 | |
| 0.8150 | 35.52 | |
| -0.4242 | -0.88 | |
| 0.5845 | 0.89 | |
| -0.5756 | -1.64 | |
| 1.0431 | 3.06 | |
| -1.1082 | -2.83 | |
| 0.4653 | 1.05 | |
| -0.9289 | -0.84 |
Estimation Period:
Jul 17, 2007 to May 22, 2020
Jul 17, 2007 to May 22, 2020
News Impact Curve
Volatility Forecasts
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