1st Constitution Bancorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1440 | 2.88 | |
| 0.2063 | 9.32 | |
| 0.6799 | 19.35 | |
| 0.1905 | 0.80 | |
| -0.2960 | -0.88 | |
| 0.5967 | 2.58 | |
| -1.0621 | -5.10 | |
| 0.6745 | 3.75 | |
| 0.0984 | 0.56 | |
| -0.4220 | -2.39 | |
| 0.7088 | 3.50 | |
| -1.4952 | -4.29 |
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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