Century Bancorp Inc/MA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0281 | 5.39 | |
| 0.2334 | 10.15 | |
| 0.7302 | 35.81 | |
| -0.1500 | -2.79 | |
| 0.2546 | 2.96 | |
| -0.1128 | -1.71 | |
| 0.0182 | 0.30 | |
| 0.0315 | 0.56 | |
| -0.1188 | -1.90 | |
| 0.0684 | 0.96 | |
| 0.1208 | 1.49 | |
| -0.5682 | -5.38 |
Estimation Period:
Jan 2, 1990 to Nov 12, 2021
Jan 2, 1990 to Nov 12, 2021
News Impact Curve
Volatility Forecasts
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