Slade's Ferry Bancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2438 | 4.49 | |
| 0.1909 | 6.04 | |
| 0.6743 | 15.76 | |
| -0.9125 | -1.35 | |
| 1.0802 | 1.07 | |
| 0.0049 | 0.01 | |
| -0.9381 | -0.94 | |
| 1.8139 | 2.14 | |
| -1.5146 | -1.87 | |
| 0.0294 | 0.03 | |
| 1.9109 | 1.40 | |
| -2.3916 | -1.70 |
Estimation Period:
May 4, 1994 to Feb 29, 2008
May 4, 1994 to Feb 29, 2008
News Impact Curve
Volatility Forecasts
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