First Essex Bancorp Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0860 | 7.73 | |
| 0.1511 | 5.08 | |
| 0.6374 | 8.86 | |
| -0.4689 | -6.02 | |
| 0.4975 | 4.21 | |
| 0.1609 | 1.73 | |
| -0.2962 | -2.90 | |
| 0.1993 | 1.51 | |
| -0.1376 | -1.08 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2004
Jan 1, 1990 to Feb 6, 2004
News Impact Curve
Volatility Forecasts
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