Area Bancshares Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0018 | 7.50 | |
| 0.1127 | 2.59 | |
| 0.5430 | 2.92 | |
| -1.2620 | -1.63 | |
| 1.8794 | 1.47 | |
| -1.2336 | -1.13 | |
| 2.1660 | 2.15 | |
| -3.6040 | -4.00 | |
| 3.0398 | 4.29 |
Estimation Period:
Jan 2, 1996 to Mar 20, 2002
Jan 2, 1996 to Mar 20, 2002
News Impact Curve
Volatility Forecasts
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