Alabama National Bancorporation Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5906 | 5.94 | |
| 0.1254 | 7.30 | |
| 0.8104 | 12.85 | |
| 0.0571 | 1.45 | |
| -0.1066 | -1.91 | |
| 0.0842 | 3.19 |
Estimation Period:
Nov 10, 1994 to Feb 22, 2008
Nov 10, 1994 to Feb 22, 2008
News Impact Curve
Volatility Forecasts
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