National City Bancorporation Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3013 | 5.87 | |
| 0.1111 | 3.77 | |
| 0.5167 | 3.88 | |
| 0.4649 | 0.49 | |
| -0.9893 | -0.65 | |
| 0.5734 | 0.72 | |
| 0.0691 | 0.13 | |
| 0.0932 | 0.15 | |
| -0.6224 | -1.16 | |
| 1.3362 | 2.99 | |
| -2.3560 | -3.80 | |
| 3.5636 | 4.31 | |
| -5.3149 | -4.51 |
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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