Westbank Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7599 | 8.11 | |
| 0.1860 | 4.78 | |
| 0.4429 | 3.90 | |
| 1.1315 | 1.97 | |
| -1.5443 | -1.60 | |
| 0.9204 | 1.30 | |
| -0.7405 | -1.28 | |
| 0.2610 | 0.40 | |
| -0.2052 | -0.32 | |
| 0.3597 | 0.55 | |
| -0.4875 | -0.53 | |
| 1.8932 | 1.24 | |
| -5.8783 | -2.40 |
Estimation Period:
Apr 4, 1994 to Dec 29, 2006
Apr 4, 1994 to Dec 29, 2006
News Impact Curve
Volatility Forecasts
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