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First Federal Banc of the Southwest Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 24, 2023 at 04:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of First Federal Banc of the Southwest Inc S0GARCH
paramt-stat
ω1.73482.16
α0.64702.04
β0.00000.00
γ1-54.1770-0.31
γ2-153.5274-0.50
γ3643.51412.32
γ4-824.1912-3.14
γ5570.31512.96
γ6-288.1652-1.82
γ7315.32601.23
γ8-617.6253-1.63
γ9789.99802.25
γ10-469.1185-2.25
Estimation Period:
Jun 1, 2005 to Feb 12, 2007
Impact of return on volatility tomorrow
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