TD Bank US Holding Co Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8494 | 3.06 | |
| 0.2181 | 2.19 | |
| 0.2437 | 1.34 | |
| -8.5321 | -0.50 | |
| 17.1994 | 0.64 | |
| -18.7361 | -0.97 | |
| 18.5993 | 1.09 | |
| -19.7003 | -1.24 | |
| 30.4627 | 1.22 | |
| -67.4017 | -1.69 | |
| 93.3513 | 2.13 |
Estimation Period:
Jan 21, 2005 to Apr 19, 2007
Jan 21, 2005 to Apr 19, 2007
News Impact Curve
Volatility Forecasts
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