AmSouth Bancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9792 | 7.19 | |
| 0.0933 | 5.00 | |
| 0.7775 | 17.71 | |
| -0.0583 | -1.02 | |
| 0.1067 | 1.27 | |
| 0.0497 | 0.85 | |
| -0.2948 | -4.33 | |
| 0.2665 | 3.97 | |
| -0.0473 | -1.14 |
Estimation Period:
Jan 1, 1990 to Nov 3, 2006
Jan 1, 1990 to Nov 3, 2006
News Impact Curve
Volatility Forecasts
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