St Francis Capital Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9107 | 5.80 | |
| 0.1823 | 4.44 | |
| 0.5653 | 7.59 | |
| 0.2633 | 0.45 | |
| -1.5029 | -1.77 | |
| 2.9817 | 5.39 | |
| -3.2444 | -4.40 | |
| 2.7520 | 3.21 | |
| -2.3560 | -3.49 | |
| 1.5664 | 2.57 | |
| -0.3080 | -0.40 | |
| -0.7669 | -0.75 |
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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