NSD Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4109 | 4.58 | |
| 0.1906 | 4.63 | |
| 0.5088 | 4.78 | |
| 3.8544 | 2.10 | |
| -5.7519 | -2.28 | |
| 2.3204 | 1.41 | |
| 0.7080 | 0.44 | |
| -4.0722 | -2.16 | |
| 5.6502 | 2.22 | |
| -4.9460 | -1.64 | |
| 2.2423 | 0.66 | |
| 6.8296 | 1.23 | |
| -20.7629 | -2.05 |
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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