NewAlliance Bancshares Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8387 | 2.34 | |
| 0.1011 | 4.12 | |
| 0.7193 | 12.85 | |
| 2.6647 | 1.48 | |
| -3.5913 | -1.55 | |
| 1.8622 | 1.79 | |
| -0.9661 | -0.94 | |
| 0.2756 | 0.28 | |
| -3.0274 | -2.96 | |
| 6.0129 | 4.66 | |
| -7.4214 | -2.94 |
Estimation Period:
Mar 31, 2004 to Apr 15, 2011
Mar 31, 2004 to Apr 15, 2011
News Impact Curve
Volatility Forecasts
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