Firstbank Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3537 | 5.81 | |
| 0.1735 | 7.30 | |
| 0.7108 | 17.28 | |
| 0.0395 | 0.27 | |
| -0.0313 | -0.15 | |
| 0.0029 | 0.02 | |
| -0.0448 | -0.25 | |
| 0.5028 | 2.75 | |
| -1.1092 | -5.85 | |
| 0.9139 | 4.57 | |
| -0.3083 | -2.37 |
Estimation Period:
Apr 1, 1994 to May 30, 2014
Apr 1, 1994 to May 30, 2014
News Impact Curve
Volatility Forecasts
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