Bay State Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1126 | 2.12 | |
| 0.4199 | 3.97 | |
| 0.1679 | 2.07 | |
| 1.4412 | 0.20 | |
| -7.5800 | -0.83 | |
| 12.9723 | 2.15 | |
| -5.9540 | -0.94 | |
| -9.8658 | -1.70 | |
| 18.4783 | 3.27 | |
| -18.1642 | -2.66 | |
| 24.5001 | 3.09 | |
| -35.2182 | -4.76 | |
| 33.5115 | 4.55 |
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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