MBT Financial Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1989 | 3.39 | |
| 0.1287 | 6.98 | |
| 0.8171 | 30.06 | |
| 0.1641 | 1.42 | |
| -0.0513 | -0.32 | |
| -0.2063 | -1.93 | |
| 0.3174 | 2.76 | |
| -0.5365 | -4.80 | |
| 0.3664 | 3.64 | |
| 0.0571 | 0.58 | |
| -0.1497 | -2.17 |
Estimation Period:
Sep 17, 1996 to Aug 30, 2019
Sep 17, 1996 to Aug 30, 2019
News Impact Curve
Volatility Forecasts
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