CNB Florida Bancshares Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6249 | 3.20 | |
| 0.3558 | 3.67 | |
| 0.0627 | 0.78 | |
| 2.8043 | 1.78 | |
| -5.1305 | -2.25 | |
| 1.8523 | 1.19 | |
| 1.6130 | 1.18 | |
| -1.3227 | -1.37 |
Estimation Period:
Jan 28, 1999 to Jul 15, 2004
Jan 28, 1999 to Jul 15, 2004
News Impact Curve
Volatility Forecasts
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