FNB Corp/VA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7990 | 7.25 | |
| 0.0703 | 4.10 | |
| 0.8825 | 27.65 | |
| 0.0704 | 3.25 | |
| -0.0728 | -2.62 |
Estimation Period:
Nov 21, 1996 to Feb 27, 2008
Nov 21, 1996 to Feb 27, 2008
News Impact Curve
Volatility Forecasts
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