CoVest Bancshares Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7933 | 6.01 | |
| 0.1971 | 5.85 | |
| 0.5032 | 4.15 | |
| 0.0654 | 0.11 | |
| -0.0600 | -0.07 | |
| -0.2658 | -0.51 | |
| 0.9883 | 1.94 | |
| -1.3791 | -2.54 | |
| 0.6817 | 0.95 | |
| -0.5964 | -0.64 | |
| 2.3660 | 2.78 | |
| -7.4289 | -4.93 |
Estimation Period:
Jun 30, 1992 to Dec 29, 2003
Jun 30, 1992 to Dec 29, 2003
News Impact Curve
Volatility Forecasts
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