City National Corp/CA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8291 | 3.61 | |
| 0.1119 | 8.56 | |
| 0.8374 | 31.87 | |
| -0.2605 | -1.86 | |
| 0.2696 | 1.38 | |
| 0.0676 | 0.63 | |
| -0.1072 | -0.91 | |
| -0.0440 | -0.28 | |
| 0.3051 | 1.66 | |
| -0.4840 | -3.09 | |
| 0.3758 | 3.57 | |
| -0.3169 | -2.84 |
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 Spline-GARCH Analyses on Equities