Republic Bancorp Inc/MI Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0611 | 9.14 | |
| 0.0772 | 5.11 | |
| 0.8816 | 46.33 | |
| -0.0003 | -0.01 | |
| 0.0823 | 1.76 | |
| -0.1870 | -5.00 | |
| 0.2388 | 4.10 |
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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