Centennial Bancorp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0479 | 6.43 | |
| 0.6687 | 26.68 | |
| 0.1504 | 11.21 | |
| 6.6920 | 0.91 | |
| 0.4982 | 1.07 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1990 to Nov 15, 2002
Jan 1, 1990 to Nov 15, 2002
News Impact Curve
Volatility Forecasts
Other Centennial Bancorp Analyses
Other MF2-GARCH Analyses on Equities