Bay Bancorp Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8636 | 3.66 | |
| 0.2257 | 8.02 | |
| 0.5459 | 10.89 | |
| 0.2517 | 1.53 | |
| -0.2866 | -1.27 | |
| 0.0273 | 0.19 | |
| -0.0372 | -0.30 | |
| 0.4537 | 3.32 | |
| -1.2378 | -8.09 | |
| 1.4635 | 6.19 | |
| -0.8107 | -3.22 |
Estimation Period:
May 17, 1994 to Apr 13, 2018
May 17, 1994 to Apr 13, 2018
News Impact Curve
Volatility Forecasts
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