Providian Financial Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7854 | 4.81 | |
| 0.0759 | 3.38 | |
| 0.8467 | 16.63 | |
| 0.7857 | 1.76 | |
| -1.4361 | -2.13 | |
| 1.4080 | 3.31 | |
| -1.8177 | -3.96 | |
| 1.3301 | 2.27 | |
| 0.0094 | 0.02 |
Estimation Period:
Jun 10, 1997 to Sep 30, 2005
Jun 10, 1997 to Sep 30, 2005
News Impact Curve
Volatility Forecasts
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