Bay State Bancorp Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8452 | 1.73 | |
| 0.4483 | 4.47 | |
| 0.1660 | 2.22 | |
| -4.1122 | -0.53 | |
| -0.1776 | -0.02 | |
| 10.5611 | 1.72 | |
| -5.3270 | -0.83 | |
| -9.8424 | -1.67 | |
| 18.1564 | 3.16 | |
| -17.4092 | -2.52 | |
| 22.6228 | 2.87 | |
| -30.5771 | -4.42 | |
| 22.0574 | 5.28 |
Estimation Period:
Mar 27, 1998 to May 30, 2003
Mar 27, 1998 to May 30, 2003
News Impact Curve
Volatility Forecasts
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