National Commerce Financial Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2137 | 11.57 | |
| 0.1569 | 5.69 | |
| 0.5907 | 9.63 | |
| -0.0459 | -1.87 | |
| 0.1537 | 3.80 | |
| -0.2150 | -5.27 | |
| 0.1513 | 3.92 |
Estimation Period:
Jan 1, 1990 to Sep 30, 2004
Jan 1, 1990 to Sep 30, 2004
News Impact Curve
Volatility Forecasts
Other National Commerce Financial Analyses
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