NSD Bancorp Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1938 | 4.59 | |
| 0.2010 | 4.71 | |
| 0.4219 | 3.82 | |
| 1.3819 | 1.07 | |
| -2.6174 | -1.46 | |
| 2.5694 | 2.38 | |
| -3.1726 | -2.76 | |
| 3.1805 | 2.50 | |
| -3.2610 | -2.39 | |
| 5.8400 | 3.03 | |
| -6.1616 | -2.90 |
Estimation Period:
Aug 4, 1993 to Feb 18, 2005
Aug 4, 1993 to Feb 18, 2005
News Impact Curve
Volatility Forecasts
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