ESB Financial Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0037 | 5.15 | |
| 0.1576 | 6.87 | |
| 0.7749 | 24.52 | |
| -0.6104 | -3.46 | |
| 0.7336 | 2.76 | |
| -0.0344 | -0.16 | |
| -0.0947 | -0.44 | |
| -0.0264 | -0.14 | |
| -0.0810 | -0.47 | |
| 0.5526 | 3.21 | |
| -0.9827 | -4.00 | |
| 0.9324 | 2.13 | |
| -0.5388 | -1.22 |
Estimation Period:
Jun 12, 1990 to Feb 10, 2015
Jun 12, 1990 to Feb 10, 2015
News Impact Curve
Volatility Forecasts
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