Providian Financial Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7818 | 4.91 | |
| 0.0773 | 3.45 | |
| 0.8389 | 16.54 | |
| 0.8004 | 1.83 | |
| -1.4746 | -2.23 | |
| 1.4791 | 3.51 | |
| -1.9687 | -4.11 | |
| 1.6727 | 2.49 | |
| -0.8816 | -1.17 |
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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