NewMil Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0409 | 2.21 | |
| 0.4025 | 2.37 | |
| 0.4809 | 5.68 | |
| -0.7355 | -4.40 | |
| 0.8402 | 3.32 | |
| -0.1219 | -0.69 | |
| 0.1562 | 0.92 | |
| -0.4003 | -2.35 | |
| 0.6880 | 3.78 | |
| -1.2410 | -4.49 |
Estimation Period:
Jan 1, 1990 to Oct 6, 2006
Jan 1, 1990 to Oct 6, 2006
News Impact Curve
Volatility Forecasts
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