Belmont Bancorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4631 | 7.54 | |
| 0.2319 | 6.20 | |
| 0.3899 | 4.85 | |
| 0.6751 | 2.37 | |
| -0.1277 | -0.28 | |
| -1.3413 | -3.35 | |
| 0.7982 | 1.92 | |
| 0.2612 | 0.66 | |
| -1.0049 | -2.11 |
Estimation Period:
Apr 19, 1994 to May 27, 2005
Apr 19, 1994 to May 27, 2005
News Impact Curve
Volatility Forecasts
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