Classic Bancshares Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6210 | 4.67 | |
| 0.1933 | 4.58 | |
| 0.5588 | 6.02 | |
| -2.7932 | -1.66 | |
| 4.9133 | 1.76 | |
| -3.9960 | -1.86 | |
| 3.0415 | 1.77 | |
| -0.7295 | -0.36 | |
| -3.7162 | -1.57 | |
| 6.5155 | 3.37 | |
| -5.1020 | -2.22 | |
| 2.8288 | 1.49 |
Estimation Period:
Dec 28, 1995 to May 20, 2005
Dec 28, 1995 to May 20, 2005
News Impact Curve
Volatility Forecasts
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