Cascade Bancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7781 | 5.02 | |
| 0.0930 | 8.10 | |
| 0.8539 | 39.63 | |
| 0.0231 | 0.29 | |
| -0.0621 | -0.55 | |
| 0.0353 | 0.44 | |
| -0.0006 | -0.01 | |
| 0.2224 | 2.96 | |
| -0.5397 | -6.87 | |
| 0.3815 | 4.56 | |
| 0.0110 | 0.18 |
Estimation Period:
Jan 21, 1994 to May 26, 2017
Jan 21, 1994 to May 26, 2017
News Impact Curve
Volatility Forecasts
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