FleetBoston Financial Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6527 | 6.30 | |
| 0.0951 | 4.72 | |
| 0.7634 | 13.39 | |
| -0.8080 | -3.61 | |
| 1.0526 | 3.09 | |
| -0.2821 | -1.16 | |
| 0.0888 | 0.49 | |
| 0.1438 | 0.96 | |
| -0.5207 | -3.15 | |
| 0.4673 | 2.01 | |
| -0.1654 | -0.66 |
Estimation Period:
Jan 1, 1990 to Mar 31, 2004
Jan 1, 1990 to Mar 31, 2004
News Impact Curve
Volatility Forecasts
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