MASSBANK Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9057 | 4.59 | |
| 0.1657 | 5.93 | |
| 0.7585 | 25.20 | |
| -0.1833 | -2.76 | |
| 0.2037 | 2.21 | |
| 0.0373 | 0.62 | |
| -0.1663 | -2.33 | |
| 0.1027 | 0.93 |
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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