MASSBANK Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8562 | 3.90 | |
| 0.1651 | 6.12 | |
| 0.7379 | 21.73 | |
| -0.1527 | -0.63 | |
| -0.0732 | -0.20 | |
| 0.4840 | 2.18 | |
| -0.4982 | -2.18 | |
| 0.5349 | 1.97 | |
| -0.5771 | -2.37 | |
| 0.2689 | 1.31 | |
| 0.1631 | 1.11 |
Estimation Period:
Jan 1, 1990 to Sep 3, 2008
Jan 1, 1990 to Sep 3, 2008
News Impact Curve
Volatility Forecasts
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