Emclaire Financial Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9705 | 3.40 | |
| 0.1488 | 5.34 | |
| 0.7911 | 20.33 | |
| -0.1916 | -1.05 | |
| 0.4396 | 1.75 | |
| -0.5852 | -3.82 | |
| 0.5484 | 2.92 | |
| -0.2201 | -0.99 | |
| -0.0342 | -0.17 | |
| 0.0601 | 0.50 |
Estimation Period:
Dec 30, 1996 to Dec 30, 2022
Dec 30, 1996 to Dec 30, 2022
News Impact Curve
Volatility Forecasts
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