First Oak Brook Bancshares Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1752 | 6.58 | |
| 0.1455 | 5.38 | |
| 0.7560 | 15.82 | |
| -0.2651 | -2.88 | |
| 0.4157 | 3.12 | |
| -0.2543 | -2.38 | |
| 0.2149 | 1.56 | |
| -0.2221 | -1.41 | |
| 0.5487 | 1.97 |
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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