Riggs National Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8350 | 8.86 | |
| 0.1221 | 4.33 | |
| 0.6056 | 6.98 | |
| -0.3313 | -3.32 | |
| 0.3835 | 2.32 | |
| 0.0290 | 0.27 | |
| -0.0890 | -1.34 | |
| -0.0936 | -1.40 | |
| 0.1747 | 2.80 |
Estimation Period:
Jan 1, 1990 to May 13, 2005
Jan 1, 1990 to May 13, 2005
News Impact Curve
Volatility Forecasts
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