Citizens Republic Bancorp Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0885 | 9.42 | |
| 0.1095 | 35.23 | |
| 0.8798 | 320.97 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2013
Jan 1, 1990 to Apr 12, 2013
News Impact Curve
Volatility Forecasts
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