Encore Bancshares Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6071 | 2.28 | |
| 0.1864 | 4.07 | |
| 0.3324 | 2.29 | |
| 2.6892 | 0.58 | |
| 0.3661 | 0.06 | |
| -8.3538 | -2.72 | |
| 2.3096 | 0.83 | |
| 11.2507 | 3.89 | |
| -16.3563 | -5.28 | |
| 14.2042 | 3.93 | |
| -4.0762 | -0.57 | |
| -32.9124 | -2.14 |
Estimation Period:
Jul 16, 2007 to Jun 29, 2012
Jul 16, 2007 to Jun 29, 2012
News Impact Curve
Volatility Forecasts
Other Encore Bancshares Inc Analyses
Other Spline-GARCH Analyses on Equities