Classic Bancshares Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8390 | 4.52 | |
| 0.1853 | 4.14 | |
| 0.6127 | 6.09 | |
| 0.4519 | 0.67 | |
| -0.8538 | -0.81 | |
| 1.1657 | 1.41 | |
| -2.3695 | -2.89 | |
| 2.9631 | 4.00 | |
| -3.1396 | -2.25 |
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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