Republic Bancorp Inc/MI Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7669 | 8.48 | |
| 0.0814 | 5.08 | |
| 0.8673 | 43.10 | |
| -0.1450 | -2.06 | |
| 0.2498 | 2.17 | |
| -0.0097 | -0.11 | |
| -0.2859 | -3.18 | |
| 0.3055 | 3.26 | |
| -0.1253 | -1.60 |
Estimation Period:
Jan 1, 1990 to Dec 29, 2006
Jan 1, 1990 to Dec 29, 2006
News Impact Curve
Volatility Forecasts
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