Flagstar Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6597 | 6.65 | |
| 0.1008 | 6.56 | |
| 0.8050 | 27.24 | |
| -0.0142 | -0.16 | |
| -0.0519 | -0.39 | |
| -0.0227 | -0.21 | |
| 0.5034 | 4.21 | |
| -0.8045 | -6.47 | |
| 0.3924 | 3.04 | |
| 0.0687 | 0.54 | |
| -0.0799 | -0.64 | |
| 0.1116 | 0.81 | |
| -0.1422 | -0.65 |
Estimation Period:
Apr 30, 1997 to Nov 25, 2022
Apr 30, 1997 to Nov 25, 2022
News Impact Curve
Volatility Forecasts
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