Local Financial Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7764 | 2.48 | |
| 0.2331 | 5.76 | |
| 0.6681 | 11.68 | |
| -2.5191 | -1.07 | |
| 4.8382 | 1.37 | |
| -4.9235 | -2.24 | |
| 3.8989 | 2.14 | |
| -1.3655 | -1.00 | |
| -1.0478 | -1.03 | |
| 2.1542 | 2.80 |
Estimation Period:
Apr 21, 1998 to Jun 18, 2004
Apr 21, 1998 to Jun 18, 2004
News Impact Curve
Volatility Forecasts
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