CapitalSource Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0860 | 3.61 | |
| 0.0644 | 3.43 | |
| 0.8911 | 28.30 | |
| 2.4979 | 1.44 | |
| -4.2440 | -1.51 | |
| 2.9805 | 2.00 | |
| -0.5835 | -0.74 | |
| -2.6255 | -3.43 | |
| 2.7266 | 3.87 | |
| -0.7382 | -0.95 | |
| 0.5621 | 0.35 | |
| -1.7930 | -0.54 |
Estimation Period:
Aug 7, 2003 to Apr 7, 2014
Aug 7, 2003 to Apr 7, 2014
News Impact Curve
Volatility Forecasts
Other CapitalSource Inc Analyses
Other Spline-GARCH Analyses on Equities