Farmers Capital Bank Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4696 | 4.39 | |
| 0.1563 | 8.49 | |
| 0.7939 | 38.16 | |
| -0.0567 | -1.02 | |
| -0.0092 | -0.11 | |
| 0.0817 | 1.40 | |
| 0.0983 | 1.91 | |
| -0.2458 | -3.61 | |
| 0.0986 | 1.01 | |
| 0.2308 | 1.77 |
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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