Green Bankshares Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4476 | 4.35 | |
| 0.0668 | 4.61 | |
| 0.9059 | 40.90 | |
| 0.2475 | 7.07 | |
| -0.4501 | -6.71 |
Estimation Period:
Aug 4, 1997 to Sep 19, 2012
Aug 4, 1997 to Sep 19, 2012
News Impact Curve
Volatility Forecasts
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