Citizens South Banking Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1201 | 3.21 | |
| 0.2471 | 7.11 | |
| 0.6798 | 16.92 | |
| -1.0205 | -1.10 | |
| 1.9760 | 1.38 | |
| -2.0074 | -1.88 | |
| 2.0641 | 1.84 | |
| -1.6084 | -1.74 | |
| 0.6422 | 0.94 | |
| 1.2088 | 2.02 | |
| -2.7200 | -4.68 | |
| 1.8291 | 2.48 | |
| -1.2853 | -1.30 |
Estimation Period:
Apr 8, 1998 to Sep 28, 2012
Apr 8, 1998 to Sep 28, 2012
News Impact Curve
Volatility Forecasts
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