Central Coast Bancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5522 | 2.66 | |
| 0.2911 | 4.17 | |
| 0.6491 | 17.01 | |
| 1.2975 | 0.94 | |
| -1.0485 | -0.49 | |
| -1.7226 | -1.04 | |
| 4.0178 | 3.19 | |
| -4.6593 | -4.56 | |
| 2.6345 | 2.00 | |
| 0.2551 | 0.18 | |
| -3.0477 | -2.32 | |
| 3.9367 | 4.97 |
Estimation Period:
Feb 23, 1995 to Jan 31, 2006
Feb 23, 1995 to Jan 31, 2006
News Impact Curve
Volatility Forecasts
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