Green Bankshares Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4898 | 3.86 | |
| 0.0630 | 4.12 | |
| 0.9021 | 33.67 | |
| 0.2362 | 1.58 | |
| 0.0705 | 0.31 | |
| -0.6232 | -4.03 | |
| 0.3860 | 3.64 |
Estimation Period:
Aug 4, 1997 to Sep 19, 2012
Aug 4, 1997 to Sep 19, 2012
News Impact Curve
Volatility Forecasts
Other Green Bankshares Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities