Cortland Bancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1189 | 4.08 | |
| 0.2524 | 5.46 | |
| 0.5078 | 7.83 | |
| 2.0226 | 2.66 | |
| -3.6497 | -2.61 | |
| 2.6886 | 2.44 | |
| -0.7015 | -1.04 | |
| -1.8391 | -2.48 | |
| 2.3963 | 2.53 | |
| -1.1373 | -1.62 | |
| 0.7022 | 1.71 | |
| -1.0041 | -3.44 | |
| 0.6914 | 3.87 |
Estimation Period:
Oct 11, 1999 to Oct 29, 2021
Oct 11, 1999 to Oct 29, 2021
News Impact Curve
Volatility Forecasts
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