MetroCorp Bancshares Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7899 | 2.35 | |
| 0.1895 | 4.30 | |
| 0.6161 | 11.80 | |
| -0.3021 | -0.41 | |
| 0.0010 | 0.00 | |
| 0.6876 | 1.25 | |
| -0.4996 | -0.94 | |
| 0.0620 | 0.14 | |
| 0.7391 | 1.77 | |
| -1.5758 | -3.25 | |
| 1.2524 | 2.45 | |
| -0.8578 | -1.58 | |
| 0.8935 | 2.00 |
Estimation Period:
Dec 14, 1998 to Jan 17, 2014
Dec 14, 1998 to Jan 17, 2014
News Impact Curve
Volatility Forecasts
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