Irish Bank Resolution Corp Ltd/Old Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4472 | 4.76 | |
| 0.1437 | 6.24 | |
| 0.5696 | 7.52 | |
| -0.3986 | -1.63 | |
| 0.3529 | 0.99 | |
| 0.0117 | 0.06 | |
| 0.2739 | 1.64 | |
| -0.4196 | -2.61 | |
| 0.2692 | 1.77 | |
| -0.2358 | -1.73 | |
| 0.2445 | 1.65 | |
| -0.0081 | -0.05 | |
| 0.9319 | 3.68 |
Estimation Period:
Jan 1, 1990 to Jan 15, 2009
Jan 1, 1990 to Jan 15, 2009
News Impact Curve
Volatility Forecasts
Other Irish Bank Resolution Corp Ltd/Old Analyses
Other Spline-GARCH Analyses on International Equities