Columbia Bancorp/MD Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9737 | 4.58 | |
| 0.2321 | 4.97 | |
| 0.6543 | 10.96 | |
| 0.1849 | 2.86 | |
| -0.2813 | -2.67 | |
| 0.0861 | 0.85 |
Estimation Period:
May 9, 1994 to Jan 31, 2006
May 9, 1994 to Jan 31, 2006
News Impact Curve
Volatility Forecasts
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