Commonwealth Bancorp Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2159 | 6.33 | |
| 0.1802 | 4.28 | |
| 0.7421 | 15.91 | |
| 0.0028 | 0.36 |
Estimation Period:
Jan 21, 1994 to Jan 17, 2003
Jan 21, 1994 to Jan 17, 2003
News Impact Curve
Volatility Forecasts
Other Commonwealth Bancorp Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities