1st Constitution Bancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0928 | 2.63 | |
| 0.1968 | 9.56 | |
| 0.7224 | 23.90 | |
| 0.0214 | 0.11 | |
| 0.0758 | 0.29 | |
| 0.1034 | 0.72 | |
| -0.6980 | -5.51 | |
| 0.8776 | 6.40 | |
| -0.5312 | -3.94 | |
| 0.3163 | 2.65 | |
| -0.2663 | -3.29 |
Estimation Period:
Oct 29, 1997 to Dec 31, 2021
Oct 29, 1997 to Dec 31, 2021
News Impact Curve
Volatility Forecasts
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