Clifton Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0334 | 4.29 | |
| 0.1547 | 6.04 | |
| 0.7289 | 18.47 | |
| -0.0660 | -0.24 | |
| 0.8649 | 2.04 | |
| -1.5519 | -5.73 | |
| 0.9138 | 3.71 | |
| -0.2008 | -0.53 | |
| -0.0100 | -0.02 | |
| 0.2277 | 0.51 | |
| -0.2359 | -0.69 |
Estimation Period:
Mar 4, 2004 to Mar 29, 2018
Mar 4, 2004 to Mar 29, 2018
News Impact Curve
Volatility Forecasts
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