ASB Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5631 | 2.63 | |
| 0.1245 | 3.44 | |
| 0.6061 | 4.78 | |
| 2.0555 | 0.45 | |
| -6.8843 | -1.07 | |
| 8.4313 | 2.12 | |
| -4.7527 | -1.20 | |
| 1.3954 | 0.45 | |
| -2.3084 | -0.91 | |
| 7.4425 | 1.84 | |
| -16.1693 | -1.90 |
Estimation Period:
Oct 12, 2011 to Sep 29, 2017
Oct 12, 2011 to Sep 29, 2017
News Impact Curve
Volatility Forecasts
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