FloridaFirst Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3927 | 4.32 | |
| 0.0864 | 2.75 | |
| 0.5141 | 3.53 | |
| 4.6791 | 1.12 | |
| -2.2152 | -0.32 | |
| -8.9141 | -1.22 | |
| 13.4797 | 1.66 | |
| -15.0039 | -2.05 | |
| 17.1163 | 2.48 | |
| -16.5742 | -1.82 | |
| 8.5985 | 0.89 | |
| 4.9592 | 0.60 | |
| -21.2298 | -1.81 |
Estimation Period:
Apr 5, 1999 to May 14, 2004
Apr 5, 1999 to May 14, 2004
News Impact Curve
Volatility Forecasts
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