Oneida Financial Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8171 | 3.06 | |
| 0.4319 | 3.06 | |
| 0.3831 | 4.87 | |
| 0.2775 | 0.57 | |
| -0.6202 | -0.95 | |
| 0.4450 | 1.13 | |
| -0.1155 | -0.26 | |
| 0.3868 | 0.80 | |
| -1.9297 | -4.29 | |
| 3.1424 | 6.22 | |
| -2.2222 | -4.31 | |
| 0.7609 | 1.54 | |
| -0.0476 | -0.13 |
Estimation Period:
Dec 28, 1998 to Dec 4, 2015
Dec 28, 1998 to Dec 4, 2015
News Impact Curve
Volatility Forecasts
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