Bay Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8630 | 3.67 | |
| 0.2258 | 8.07 | |
| 0.5433 | 10.77 | |
| 0.2574 | 1.57 | |
| -0.2978 | -1.32 | |
| 0.0373 | 0.26 | |
| -0.0437 | -0.35 | |
| 0.4528 | 3.39 | |
| -1.2219 | -8.58 | |
| 1.4153 | 6.90 | |
| -0.6721 | -2.55 |
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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