Old Kent Financial Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8242 | 9.04 | |
| 0.0755 | 3.20 | |
| 0.8080 | 13.89 | |
| -0.1101 | -4.13 | |
| 0.2373 | 5.48 | |
| -0.1720 | -2.56 |
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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