City National Corp/CA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8513 | 3.52 | |
| 0.1125 | 8.73 | |
| 0.8420 | 35.57 | |
| -0.2622 | -1.81 | |
| 0.2726 | 1.35 | |
| 0.0662 | 0.59 | |
| -0.1100 | -0.90 | |
| -0.0291 | -0.18 | |
| 0.2642 | 1.40 | |
| -0.4010 | -2.51 | |
| 0.2192 | 2.09 | |
| 0.0272 | 0.36 |
Estimation Period:
Jan 3, 1990 to Oct 30, 2015
Jan 3, 1990 to Oct 30, 2015
News Impact Curve
Volatility Forecasts
Other City National Corp/CA Analyses
Other Zero Slope Spline-GARCH Analyses on Equities