Amegy Bancorporation Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9652 | 4.01 | |
| 0.1829 | 5.87 | |
| 0.6413 | 11.20 | |
| 1.4644 | 1.80 | |
| -2.6462 | -2.20 | |
| 2.2662 | 3.06 | |
| -2.2761 | -3.60 | |
| 2.1771 | 3.46 | |
| -2.0905 | -3.27 | |
| 2.6067 | 3.28 | |
| -4.4657 | -3.33 |
Estimation Period:
Jan 24, 1997 to Dec 2, 2005
Jan 24, 1997 to Dec 2, 2005
News Impact Curve
Volatility Forecasts
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