Cascade Bancorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7965 | 5.28 | |
| 0.0938 | 8.15 | |
| 0.8518 | 39.15 | |
| 0.0346 | 0.45 | |
| -0.0777 | -0.71 | |
| 0.0409 | 0.52 | |
| -0.0012 | -0.02 | |
| 0.2163 | 2.89 | |
| -0.5195 | -6.42 | |
| 0.3304 | 3.45 | |
| 0.1422 | 1.09 |
Estimation Period:
Jan 21, 1994 to May 26, 2017
Jan 21, 1994 to May 26, 2017
News Impact Curve
Volatility Forecasts
Other Cascade Bancorp Analyses
Other Spline-GARCH Analyses on Equities