Capital Bank Corp/NC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7067 | 4.63 | |
| 0.2414 | 7.15 | |
| 0.5679 | 10.81 | |
| 0.0134 | 0.04 | |
| -0.5482 | -1.25 | |
| 0.8478 | 3.03 | |
| -0.1853 | -0.62 | |
| -0.4512 | -1.35 | |
| 1.1618 | 3.33 | |
| -1.4087 | -3.61 | |
| 0.4778 | 1.11 | |
| -0.0397 | -0.09 |
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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