First Oak Brook Bancshares Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2857 | 7.21 | |
| 0.1540 | 5.81 | |
| 0.7263 | 16.42 | |
| 0.0890 | 0.30 | |
| -0.5540 | -1.13 | |
| 1.0482 | 2.76 | |
| -1.0713 | -2.89 | |
| 0.9541 | 2.24 | |
| -1.0366 | -1.88 | |
| 1.2901 | 2.31 | |
| -1.4010 | -2.98 | |
| 1.3862 | 2.01 | |
| -1.0766 | -1.42 |
Estimation Period:
Jan 1, 1990 to Aug 25, 2006
Jan 1, 1990 to Aug 25, 2006
News Impact Curve
Volatility Forecasts
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