National Bancorp of Alaska Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0141 | 6.06 | |
| 0.1117 | 2.35 | |
| 0.7088 | 6.26 | |
| -0.7123 | -1.34 | |
| 0.8379 | 1.12 | |
| 0.0712 | 0.17 | |
| -0.4394 | -1.07 | |
| 1.2750 | 2.74 | |
| -2.6400 | -4.24 | |
| 3.6735 | 3.95 |
Estimation Period:
Jan 1, 1990 to Jul 14, 2000
Jan 1, 1990 to Jul 14, 2000
News Impact Curve
Volatility Forecasts
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