Centennial Bancorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0970 | 7.42 | |
| 0.1668 | 6.97 | |
| 0.6423 | 13.31 | |
| -0.1029 | -1.54 | |
| 0.2314 | 2.32 | |
| -0.3316 | -4.83 |
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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