Slade's Ferry Bancorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5052 | 6.82 | |
| 0.1898 | 5.94 | |
| 0.6670 | 14.97 | |
| -0.0224 | -0.14 | |
| -0.1228 | -0.49 | |
| 0.3589 | 1.88 | |
| -0.4554 | -2.27 | |
| 1.2632 | 3.59 |
Estimation Period:
May 4, 1994 to Feb 29, 2008
May 4, 1994 to Feb 29, 2008
News Impact Curve
Volatility Forecasts
Other Slade's Ferry Bancorp Analyses
Other Spline-GARCH Analyses on Equities