American Pacific Bank Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7899 | 4.52 | |
| 0.2303 | 3.76 | |
| 0.5761 | 5.56 | |
| 6.6926 | 3.75 | |
| -9.3821 | -3.32 | |
| 4.8438 | 2.18 | |
| -4.8207 | -2.64 | |
| 4.2483 | 3.71 |
Estimation Period:
Nov 15, 2000 to Apr 20, 2005
Nov 15, 2000 to Apr 20, 2005
News Impact Curve
Volatility Forecasts
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