First Bell Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7463 | 4.36 | |
| 0.2706 | 4.17 | |
| 0.4863 | 5.01 | |
| 1.4861 | 0.77 | |
| -2.6058 | -0.81 | |
| 1.2869 | 0.67 | |
| -0.7666 | -0.76 | |
| 2.0746 | 2.11 | |
| -3.4297 | -2.60 | |
| 3.0338 | 1.55 | |
| 0.4015 | 0.11 | |
| -9.1329 | -1.40 |
Estimation Period:
Jun 28, 1995 to Aug 29, 2003
Jun 28, 1995 to Aug 29, 2003
News Impact Curve
Volatility Forecasts
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