Commercial Bankshares Inc/Miami FL Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6754 | 10.87 | |
| 0.2191 | 5.77 | |
| 0.4142 | 4.23 | |
| 0.1500 | 3.34 | |
| -0.2364 | -3.29 | |
| 0.1200 | 1.99 | |
| 0.0796 | 0.47 |
Estimation Period:
Oct 5, 1993 to Jun 1, 2007
Oct 5, 1993 to Jun 1, 2007
News Impact Curve
Volatility Forecasts
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