Gold Banc Corp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1224 | 3.84 | |
| 0.3447 | 4.12 | |
| 0.4349 | 6.61 | |
| 0.0808 | 0.08 | |
| -0.2143 | -0.15 | |
| 0.8201 | 0.91 | |
| -1.8516 | -2.01 | |
| 1.0038 | 1.04 | |
| 1.6361 | 1.44 | |
| -2.7628 | -1.80 | |
| 1.2542 | 0.59 | |
| 1.5993 | 0.50 | |
| -5.5629 | -1.27 |
Estimation Period:
Nov 18, 1996 to Mar 31, 2006
Nov 18, 1996 to Mar 31, 2006
News Impact Curve
Volatility Forecasts
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