FNB Corp/VA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6398 | 7.23 | |
| 0.0695 | 4.28 | |
| 0.8850 | 29.13 | |
| 0.0359 | 3.57 |
Estimation Period:
Nov 21, 1996 to Feb 27, 2008
Nov 21, 1996 to Feb 27, 2008
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Equities