Medford Bancorp Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1414 | 2.90 | |
| 0.1800 | 5.93 | |
| 0.7907 | 37.75 | |
| -2.5666 | -2.58 | |
| 4.1657 | 2.44 | |
| -3.1774 | -1.67 | |
| 2.9166 | 1.44 | |
| -1.9700 | -1.28 | |
| 0.7160 | 0.67 | |
| 0.1545 | 0.21 | |
| -0.2494 | -0.36 | |
| -1.4964 | -2.09 | |
| 2.8432 | 5.81 |
Estimation Period:
Jan 1, 1990 to Oct 15, 2002
Jan 1, 1990 to Oct 15, 2002
News Impact Curve
Volatility Forecasts
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