Firstfed America Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7902 | 5.39 | |
| 0.1670 | 4.22 | |
| 0.5717 | 7.26 | |
| -0.0519 | -0.25 | |
| -0.1385 | -0.45 | |
| 0.5427 | 2.29 | |
| -1.1561 | -3.73 |
Estimation Period:
Jan 13, 1997 to May 14, 2004
Jan 13, 1997 to May 14, 2004
News Impact Curve
Volatility Forecasts
Other Firstfed America Bancorp Inc Analyses
Other Spline-GARCH Analyses on Equities