TCF Financial Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2056 | 3.86 | |
| 0.0485 | 7.11 | |
| 0.9228 | 85.66 | |
| -0.2277 | -2.48 | |
| 0.3960 | 3.12 | |
| -0.1983 | -2.07 | |
| -0.0310 | -0.36 | |
| 0.0931 | 1.26 | |
| 0.0935 | 1.23 | |
| -0.2935 | -2.83 | |
| 0.1828 | 1.47 | |
| 0.0857 | 0.72 | |
| -0.2377 | -1.58 |
Estimation Period:
Jan 3, 1990 to Aug 2, 2019
Jan 3, 1990 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
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