CNB Florida Bancshares Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5569 | 3.19 | |
| 0.3658 | 3.82 | |
| 0.0409 | 0.67 | |
| 1.0803 | 1.17 | |
| -3.0274 | -2.32 | |
| 2.5628 | 2.71 | |
| 0.3203 | 0.24 |
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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