Provident Bankshares Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9388 | 6.31 | |
| 0.0734 | 6.43 | |
| 0.8798 | 39.22 | |
| -0.1356 | -4.02 | |
| 0.2633 | 4.94 | |
| -0.2130 | -5.14 | |
| 0.1016 | 2.77 | |
| 0.2440 | 4.86 |
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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