First California Financial Group Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4689 | 6.44 | |
| 0.2690 | 7.02 | |
| 0.3197 | 4.92 | |
| -1.1490 | -6.90 | |
| 1.4724 | 5.56 | |
| -0.5755 | -2.20 | |
| 0.2549 | 0.95 | |
| 0.1984 | 0.91 | |
| -0.4068 | -2.25 | |
| 0.8869 | 4.93 | |
| -1.6397 | -8.46 | |
| 1.4341 | 6.40 | |
| -0.9038 | -2.30 |
Estimation Period:
Jan 1, 1990 to May 31, 2013
Jan 1, 1990 to May 31, 2013
News Impact Curve
Volatility Forecasts
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