Troy Financial Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1038 | 3.67 | |
| 0.5405 | 4.66 | |
| 0.2940 | 3.90 | |
| 2.3081 | 0.86 | |
| -4.6242 | -1.14 | |
| 4.5698 | 1.37 | |
| -4.3527 | -1.10 | |
| 1.5790 | 0.35 | |
| 0.9492 | 0.20 | |
| 4.5381 | 0.66 | |
| -29.6981 | -1.53 |
Estimation Period:
Mar 30, 1999 to Jan 16, 2004
Mar 30, 1999 to Jan 16, 2004
News Impact Curve
Volatility Forecasts
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