Abington Bancorp Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3942 | 2.63 | |
| 0.3055 | 2.32 | |
| 0.5230 | 5.21 | |
| -7.0177 | -2.50 | |
| 11.4797 | 2.68 | |
| -6.9269 | -2.04 | |
| 3.1281 | 1.00 | |
| 1.4237 | 0.65 | |
| -5.8787 | -3.41 | |
| 5.1219 | 3.30 | |
| -0.3283 | -0.25 | |
| -1.6672 | -1.54 |
Estimation Period:
Dec 16, 2004 to Sep 30, 2011
Dec 16, 2004 to Sep 30, 2011
News Impact Curve
Volatility Forecasts
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