Citizens Republic Bancorp Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7507 | 8.45 | |
| 0.1413 | 8.63 | |
| 0.7833 | 32.18 | |
| 0.1922 | 2.47 | |
| -0.3220 | -2.62 | |
| 0.2218 | 2.14 | |
| -0.1563 | -1.27 | |
| 0.0683 | 0.58 | |
| -0.0034 | -0.03 | |
| 0.3423 | 3.34 | |
| -0.9312 | -9.91 | |
| 0.8574 | 11.11 |
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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