Alliance Financial Corp/NY Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7007 | 3.79 | |
| 0.1430 | 5.21 | |
| 0.7729 | 17.85 | |
| -1.1582 | -3.79 | |
| 1.6350 | 3.59 | |
| -0.5668 | -1.80 | |
| -0.0423 | -0.15 | |
| 0.6242 | 2.32 | |
| -1.0625 | -3.98 | |
| 0.8692 | 3.09 | |
| -0.4513 | -1.40 |
Estimation Period:
Apr 8, 1994 to Mar 8, 2013
Apr 8, 1994 to Mar 8, 2013
News Impact Curve
Volatility Forecasts
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