First Federal Banc of the Southwest Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7348 | 2.16 | |
| 0.6470 | 2.04 | |
| 0.0000 | 0.00 | |
| -54.1770 | -0.31 | |
| -153.5274 | -0.50 | |
| 643.5141 | 2.32 | |
| -824.1912 | -3.14 | |
| 570.3151 | 2.96 | |
| -288.1652 | -1.82 | |
| 315.3260 | 1.23 | |
| -617.6253 | -1.63 | |
| 789.9980 | 2.25 | |
| -469.1185 | -2.25 |
Estimation Period:
Jun 1, 2005 to Feb 12, 2007
Jun 1, 2005 to Feb 12, 2007
News Impact Curve
Volatility Forecasts
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