Centennial Bancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3839 | 7.68 | |
| 0.1613 | 6.78 | |
| 0.6486 | 13.76 | |
| 0.2430 | 1.94 | |
| -0.5148 | -2.48 | |
| 0.4886 | 1.85 | |
| -0.0884 | -0.37 | |
| -0.4467 | -2.35 | |
| 0.4828 | 4.16 |
Estimation Period:
Jan 1, 1990 to Nov 15, 2002
Jan 1, 1990 to Nov 15, 2002
News Impact Curve
Volatility Forecasts
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