Capital Bank Corp/NC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7041 | 4.58 | |
| 0.2432 | 7.14 | |
| 0.5678 | 10.85 | |
| 0.0030 | 0.01 | |
| -0.5319 | -1.21 | |
| 0.8389 | 2.99 | |
| -0.1848 | -0.62 | |
| -0.4394 | -1.31 | |
| 1.1321 | 3.26 | |
| -1.3437 | -3.47 | |
| 0.3320 | 0.80 | |
| 0.3336 | 1.17 |
Estimation Period:
Jul 21, 1997 to Sep 21, 2012
Jul 21, 1997 to Sep 21, 2012
News Impact Curve
Volatility Forecasts
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