Old Kent Financial Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8106 | 8.81 | |
| 0.0756 | 3.14 | |
| 0.8047 | 13.65 | |
| -0.1202 | -4.38 | |
| 0.2605 | 5.93 | |
| -0.2159 | -7.44 |
Estimation Period:
Jan 1, 1990 to Mar 30, 2001
Jan 1, 1990 to Mar 30, 2001
News Impact Curve
Volatility Forecasts
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