Century South Banks Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0544 | 5.58 | |
| 0.2351 | 4.22 | |
| 0.4570 | 4.33 | |
| -1.6366 | -2.31 | |
| 1.6742 | 1.49 | |
| 0.2119 | 0.23 | |
| -0.6947 | -0.86 | |
| 2.0960 | 2.70 | |
| -3.5988 | -4.12 | |
| 3.4540 | 3.84 | |
| -4.7725 | -4.01 |
Estimation Period:
Jan 8, 1990 to Jun 7, 2001
Jan 8, 1990 to Jun 7, 2001
News Impact Curve
Volatility Forecasts
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