Cambridge Bancorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9426 | 3.74 | |
| 0.2108 | 7.96 | |
| 0.7154 | 21.95 | |
| 0.2419 | 3.37 | |
| -0.4197 | -4.18 | |
| 0.2892 | 5.12 | |
| -0.1586 | -2.89 | |
| 0.1217 | 1.88 |
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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