Medford Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0192 | 3.12 | |
| 0.1800 | 4.77 | |
| 0.7155 | 21.58 | |
| -2.0355 | -2.68 | |
| 3.2398 | 2.56 | |
| -2.2757 | -1.62 | |
| 1.9384 | 1.31 | |
| -1.2261 | -1.14 | |
| 0.3068 | 0.41 | |
| 0.5415 | 1.02 | |
| -1.2641 | -2.54 | |
| 1.7244 | 2.73 | |
| -4.9375 | -5.18 |
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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