Mackinac Financial Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8818 | 3.04 | |
| 0.1384 | 8.41 | |
| 0.8382 | 37.21 | |
| 1.0166 | 5.39 | |
| -1.7380 | -5.91 | |
| 1.4820 | 5.70 | |
| -1.4190 | -5.51 | |
| 0.9382 | 3.50 | |
| -0.4030 | -1.56 | |
| 0.5214 | 1.34 | |
| -0.6638 | -1.68 |
Estimation Period:
Mar 1, 2000 to Sep 3, 2021
Mar 1, 2000 to Sep 3, 2021
News Impact Curve
Volatility Forecasts
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