Firstbank Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3651 | 5.87 | |
| 0.1720 | 7.33 | |
| 0.7128 | 17.35 | |
| 0.0532 | 0.36 | |
| -0.0543 | -0.26 | |
| 0.0213 | 0.14 | |
| -0.0655 | -0.36 | |
| 0.5365 | 3.02 | |
| -1.1769 | -6.79 | |
| 1.0514 | 5.14 | |
| -0.6235 | -1.33 |
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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