Riggs National Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6738 | 7.72 | |
| 0.1192 | 4.35 | |
| 0.6084 | 7.39 | |
| -0.6909 | -4.83 | |
| 0.7981 | 3.71 | |
| -0.1240 | -0.64 | |
| 0.1238 | 0.59 | |
| -0.0589 | -0.35 | |
| -0.2465 | -1.43 | |
| 0.3418 | 1.67 | |
| -0.5056 | -1.64 |
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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