Metropolitan Financial Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5352 | 3.00 | |
| 0.1471 | 5.27 | |
| 0.7313 | 9.55 | |
| 3.5721 | 0.86 | |
| -9.3567 | -1.46 | |
| 12.4186 | 2.55 | |
| -12.8728 | -2.75 | |
| 11.4763 | 2.85 | |
| -7.8025 | -2.35 | |
| 1.0953 | 0.30 | |
| 4.4568 | 1.09 | |
| -9.4720 | -2.56 | |
| 11.0845 | 4.86 |
Estimation Period:
Oct 28, 1996 to Apr 30, 2003
Oct 28, 1996 to Apr 30, 2003
News Impact Curve
Volatility Forecasts
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