National Penn Bancshares Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1805 | 9.03 | |
| 0.0880 | 7.75 | |
| 0.8683 | 50.20 | |
| 0.0177 | 0.15 | |
| -0.1225 | -0.62 | |
| 0.2718 | 1.85 | |
| -0.3463 | -2.53 | |
| 0.2985 | 2.07 | |
| -0.1168 | -0.89 | |
| 0.1119 | 1.01 | |
| -0.4744 | -3.95 | |
| 0.6153 | 3.76 | |
| -0.1316 | -0.61 |
Estimation Period:
Jan 3, 1990 to Apr 1, 2016
Jan 3, 1990 to Apr 1, 2016
News Impact Curve
Volatility Forecasts
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