Alabama National Bancorporation Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2148 | 5.69 | |
| 0.1297 | 7.73 | |
| 0.8126 | 15.44 | |
| -0.0112 | -1.60 |
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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