FirstBank NW Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.4500 | 21.02 | |
| 0.3505 | 24.24 | |
| 0.0382 | 1.21 | |
| 0.1539 | 1.67 | |
| 0.3012 | 2.23 | |
| 0.6541 | 3.88 |
Estimation Period:
Jul 1, 1997 to Nov 30, 2006
Jul 1, 1997 to Nov 30, 2006
News Impact Curve
Volatility Forecasts
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