Farmers Capital Bank Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4369 | 3.64 | |
| 0.1535 | 8.24 | |
| 0.7978 | 36.12 | |
| -0.1478 | -1.00 | |
| 0.1463 | 0.63 | |
| -0.0891 | -0.59 | |
| 0.1518 | 1.40 | |
| 0.0745 | 0.66 | |
| -0.2481 | -1.57 | |
| -0.0177 | -0.11 | |
| 0.2665 | 2.36 | |
| -0.1532 | -1.94 |
Estimation Period:
Jan 19, 1990 to Aug 17, 2018
Jan 19, 1990 to Aug 17, 2018
News Impact Curve
Volatility Forecasts
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