Provident Bankshares Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7307 | 5.31 | |
| 0.0706 | 5.87 | |
| 0.8654 | 31.99 | |
| -0.5969 | -3.10 | |
| 0.7337 | 2.51 | |
| -0.2097 | -1.13 | |
| 0.3838 | 2.41 | |
| -0.5565 | -2.92 | |
| 0.2355 | 1.18 | |
| 0.0903 | 0.60 | |
| -0.2792 | -1.76 | |
| 0.8383 | 5.17 | |
| -1.0942 | -8.43 |
Estimation Period:
Jan 1, 1990 to May 22, 2009
Jan 1, 1990 to May 22, 2009
News Impact Curve
Volatility Forecasts
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