Commonwealth Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0491 | 7.08 | |
| 0.1941 | 4.84 | |
| 0.7095 | 15.18 | |
| -0.0437 | -1.02 | |
| 0.1137 | 0.94 |
Estimation Period:
Jan 21, 1994 to Jan 17, 2003
Jan 21, 1994 to Jan 17, 2003
News Impact Curve
Volatility Forecasts
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