St Francis Capital Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9068 | 5.71 | |
| 0.1847 | 4.46 | |
| 0.5729 | 7.92 | |
| 0.2285 | 0.39 | |
| -1.4478 | -1.69 | |
| 2.9466 | 5.27 | |
| -3.2211 | -4.30 | |
| 2.7478 | 3.16 | |
| -2.3927 | -3.52 | |
| 1.6880 | 2.87 | |
| -0.6221 | -0.97 | |
| 0.1076 | 0.23 |
Estimation Period:
Jun 18, 1993 to Dec 1, 2003
Jun 18, 1993 to Dec 1, 2003
News Impact Curve
Volatility Forecasts
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