Bank United Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4881 | 3.13 | |
| 0.0955 | 2.20 | |
| 0.3924 | 1.51 | |
| -11.2000 | -2.34 | |
| 16.7619 | 2.46 | |
| -8.5014 | -2.31 | |
| 5.9968 | 2.23 | |
| -9.5342 | -3.31 | |
| 14.7931 | 4.27 | |
| -12.4422 | -3.58 | |
| 2.9892 | 0.80 | |
| 5.1487 | 1.04 |
Estimation Period:
Aug 8, 1996 to Feb 9, 2001
Aug 8, 1996 to Feb 9, 2001
News Impact Curve
Volatility Forecasts
Other Bank United Corp Analyses
Other Spline-GARCH Analyses on Equities