Citizens Republic Bancorp Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1553 | 25.55 | |
| 0.6829 | 32.95 | |
| 0.0293 | 3.10 | |
| 0.0198 | 4.48 | |
| 0.0357 | 3.53 | |
| 0.9609 | 87.02 |
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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