ESB Financial Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1747 | 7.19 | |
| 0.1672 | 8.39 | |
| 0.7557 | 27.77 | |
| -0.3036 | -3.79 | |
| 0.4656 | 3.65 | |
| -0.1813 | -2.14 | |
| -0.0593 | -0.88 | |
| 0.2972 | 4.63 | |
| -0.5218 | -6.74 | |
| 0.7850 | 3.59 |
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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