Foothill Independent Bancorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1522 | 9.96 | |
| 0.1349 | 6.79 | |
| 0.7217 | 13.30 | |
| -0.4902 | -4.23 | |
| 0.6831 | 3.74 | |
| -0.3313 | -2.58 | |
| 0.3668 | 3.10 | |
| -0.4584 | -3.35 | |
| 0.3216 | 1.92 | |
| -0.2404 | -1.12 |
Estimation Period:
Jan 1, 1990 to May 9, 2006
Jan 1, 1990 to May 9, 2006
News Impact Curve
Volatility Forecasts
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