Community First Bankshares Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5076 | 6.82 | |
| 0.2258 | 4.10 | |
| 0.6220 | 15.31 | |
| -0.0300 | -0.28 | |
| -0.0659 | -0.39 | |
| 0.4146 | 3.23 | |
| -0.6942 | -5.82 | |
| 0.7024 | 5.54 | |
| -1.4533 | -6.81 |
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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