Citizens First Financial Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8461 | 5.12 | |
| 0.1856 | 4.56 | |
| 0.5409 | 5.75 | |
| 0.4395 | 0.53 | |
| -0.9760 | -0.82 | |
| 1.0544 | 1.57 | |
| -1.3232 | -1.61 | |
| 2.1343 | 2.16 | |
| -4.9851 | -4.85 |
Estimation Period:
Apr 30, 1996 to Mar 31, 2005
Apr 30, 1996 to Mar 31, 2005
News Impact Curve
Volatility Forecasts
Other Citizens First Financial Corp Analyses
Other Spline-GARCH Analyses on Equities