Middleburg Financial Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5520 | 1.99 | |
| 0.1811 | 10.16 | |
| 0.7981 | 42.91 | |
| -0.8102 | -3.05 | |
| 1.0540 | 2.76 | |
| -0.4249 | -1.28 | |
| 0.6156 | 2.22 | |
| -0.9369 | -3.36 | |
| 0.7482 | 2.20 | |
| -0.3035 | -0.89 | |
| 0.0774 | 0.29 |
Estimation Period:
Oct 21, 1997 to Mar 31, 2017
Oct 21, 1997 to Mar 31, 2017
News Impact Curve
Volatility Forecasts
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