Atlantic Liberty Financial Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0507 | 3.04 | |
| 0.3893 | 2.06 | |
| 0.0000 | 0.00 | |
| 20.6010 | 2.56 | |
| -28.7720 | -2.24 | |
| 6.8441 | 0.63 | |
| 7.5787 | 0.80 | |
| -15.0411 | -1.76 | |
| 19.8057 | 2.38 | |
| -31.0066 | -4.22 | |
| 47.2909 | 5.13 |
Estimation Period:
Oct 21, 2002 to Jun 30, 2006
Oct 21, 2002 to Jun 30, 2006
News Impact Curve
Volatility Forecasts
Other Atlantic Liberty Financial Corp Analyses
Other Spline-GARCH Analyses on Equities