TD Bank US Holding Co Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8595 | 3.29 | |
| 0.2062 | 2.05 | |
| 0.1727 | 0.90 | |
| -8.2832 | -0.51 | |
| 17.3563 | 0.69 | |
| -19.6288 | -1.06 | |
| 19.2173 | 1.16 | |
| -18.9710 | -1.28 | |
| 27.0477 | 1.25 | |
| -58.9503 | -1.83 | |
| 72.6400 | 2.83 |
Estimation Period:
Jan 21, 2005 to Apr 19, 2007
Jan 21, 2005 to Apr 19, 2007
News Impact Curve
Volatility Forecasts
Other TD Bank US Holding Co Analyses
Other Zero Slope Spline-GARCH Analyses on Equities