Commercial Federal Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9040 | 1.23 | |
| 0.3189 | 2.25 | |
| 0.6520 | 9.41 | |
| -0.0659 | -0.10 | |
| 0.1258 | 0.13 | |
| -0.2284 | -0.41 | |
| 0.4822 | 0.96 | |
| -0.3939 | -0.82 | |
| 0.3283 | 0.75 | |
| -0.8481 | -1.88 | |
| 1.3144 | 3.04 | |
| -1.8677 | -5.84 | |
| 1.9502 | 8.73 |
Estimation Period:
Jan 1, 1990 to Dec 2, 2005
Jan 1, 1990 to Dec 2, 2005
News Impact Curve
Volatility Forecasts
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