Citizens Republic Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7525 | 8.45 | |
| 0.1412 | 8.64 | |
| 0.7831 | 32.22 | |
| 0.2041 | 2.62 | |
| -0.3449 | -2.81 | |
| 0.2430 | 2.37 | |
| -0.1750 | -1.45 | |
| 0.0837 | 0.73 | |
| -0.0148 | -0.14 | |
| 0.3462 | 3.32 | |
| -0.9219 | -8.29 | |
| 0.8238 | 4.72 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2013
Jan 1, 1990 to Apr 12, 2013
News Impact Curve
Volatility Forecasts
Other Citizens Republic Bancorp Inc Analyses
Other Spline-GARCH Analyses on Equities