Mississippi Valley Bancshares Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1929 | 5.58 | |
| 0.1398 | 2.76 | |
| 0.8286 | 17.48 | |
| -0.4399 | -1.51 | |
| 0.4481 | 0.86 | |
| 0.4500 | 0.72 | |
| -1.1782 | -1.51 | |
| 1.7696 | 2.17 |
Estimation Period:
Jul 7, 1993 to Oct 1, 2002
Jul 7, 1993 to Oct 1, 2002
News Impact Curve
Volatility Forecasts
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