First M&F Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0643 | 7.18 | |
| 0.1716 | 6.53 | |
| 0.6353 | 10.85 | |
| 1.3692 | 3.97 | |
| -1.9548 | -3.37 | |
| 0.6203 | 1.36 | |
| 0.4026 | 0.97 | |
| -1.0074 | -2.12 | |
| 1.6871 | 3.57 | |
| -1.7697 | -3.88 | |
| -0.0454 | -0.10 | |
| 1.8915 | 3.11 | |
| -3.1576 | -3.53 |
Estimation Period:
Jun 14, 1996 to Aug 30, 2013
Jun 14, 1996 to Aug 30, 2013
News Impact Curve
Volatility Forecasts
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