AmSouth Bancorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9790 | 7.16 | |
| 0.0939 | 4.99 | |
| 0.7771 | 17.81 | |
| -0.0581 | -1.01 | |
| 0.1052 | 1.25 | |
| 0.0544 | 0.92 | |
| -0.3062 | -4.37 | |
| 0.2927 | 3.90 | |
| -0.1151 | -1.33 |
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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