National City Bancorporation Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2944 | 5.83 | |
| 0.1101 | 3.68 | |
| 0.5272 | 3.67 | |
| 0.4404 | 0.46 | |
| -0.9506 | -0.62 | |
| 0.5447 | 0.68 | |
| 0.1043 | 0.20 | |
| 0.0352 | 0.06 | |
| -0.5095 | -0.94 | |
| 1.1015 | 2.44 | |
| -1.8296 | -2.85 | |
| 2.3427 | 2.90 | |
| -2.0083 | -2.95 |
Estimation Period:
Jan 1, 1990 to Jul 31, 2001
Jan 1, 1990 to Jul 31, 2001
News Impact Curve
Volatility Forecasts
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