FleetBoston Financial Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6143 | 5.54 | |
| 0.0941 | 4.55 | |
| 0.7375 | 11.53 | |
| -0.9839 | -3.18 | |
| 1.1831 | 2.63 | |
| -0.1670 | -0.62 | |
| -0.0119 | -0.04 | |
| 0.0540 | 0.18 | |
| 0.0892 | 0.33 | |
| -0.6674 | -2.68 | |
| 1.0431 | 3.62 | |
| -1.4380 | -6.02 |
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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