One Valley Bancorp/Wv Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7531 | 6.01 | |
| 0.0923 | 4.09 | |
| 0.7914 | 16.11 | |
| -0.6619 | -2.22 | |
| 1.2003 | 2.76 | |
| -1.5715 | -5.61 | |
| 1.9875 | 6.73 | |
| -1.0488 | -3.21 | |
| -0.1851 | -0.55 | |
| 1.1938 | 3.04 |
Estimation Period:
Jan 1, 1990 to Jul 6, 2000
Jan 1, 1990 to Jul 6, 2000
News Impact Curve
Volatility Forecasts
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