Community First Bankshares Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4145 | 5.04 | |
| 0.2105 | 4.94 | |
| 0.7141 | 24.77 | |
| -0.4820 | -1.21 | |
| 0.7366 | 1.19 | |
| -0.7336 | -1.47 | |
| 1.0453 | 2.13 | |
| -0.5915 | -1.08 | |
| 0.0048 | 0.01 | |
| -0.6174 | -1.06 | |
| 1.6792 | 3.31 | |
| -2.6810 | -5.42 | |
| 2.7484 | 7.67 |
Estimation Period:
Aug 12, 1991 to Oct 29, 2004
Aug 12, 1991 to Oct 29, 2004
News Impact Curve
Volatility Forecasts
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