OmniAmerican Bancorp Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9119 | 4.41 | |
| 0.1719 | 4.06 | |
| 0.0000 | 0.00 | |
| -0.4264 | -0.25 | |
| 2.4818 | 1.03 | |
| -5.1229 | -3.69 | |
| 4.2397 | 3.18 | |
| -0.1568 | -0.11 | |
| -2.3469 | -1.78 | |
| 1.9090 | 2.32 |
Estimation Period:
Jan 19, 2010 to Dec 17, 2014
Jan 19, 2010 to Dec 17, 2014
News Impact Curve
Volatility Forecasts
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