Cambridge Bancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1476 | 4.11 | |
| 0.2089 | 8.12 | |
| 0.7175 | 21.94 | |
| 0.4849 | 3.68 | |
| -0.4846 | -2.49 | |
| -0.2272 | -1.36 | |
| 0.3142 | 1.99 | |
| 0.0203 | 0.15 | |
| -0.2416 | -1.70 | |
| 0.2765 | 1.81 | |
| -0.2402 | -1.90 |
Estimation Period:
Jan 27, 1999 to Jul 12, 2024
Jan 27, 1999 to Jul 12, 2024
News Impact Curve
Volatility Forecasts
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