CCBT Financial Cos Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0242 | 5.23 | |
| 0.1809 | 5.23 | |
| 0.7089 | 21.49 | |
| -0.2137 | -1.76 | |
| 0.1007 | 0.55 | |
| 0.3857 | 2.69 | |
| -0.5593 | -3.54 | |
| 0.5272 | 2.99 | |
| -0.3244 | -2.16 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2004
Jan 3, 1990 to Apr 30, 2004
News Impact Curve
Volatility Forecasts
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