Parkvale Financial Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3699 | 11.49 | |
| 0.1192 | 6.17 | |
| 0.6998 | 14.00 | |
| 0.0038 | 0.04 | |
| -0.0146 | -0.09 | |
| -0.0082 | -0.06 | |
| 0.0806 | 0.68 | |
| -0.2342 | -1.65 | |
| 0.4950 | 2.59 | |
| -0.7552 | -4.22 | |
| 1.0200 | 6.27 | |
| -0.8853 | -4.83 | |
| 0.2742 | 1.78 |
Estimation Period:
Jan 1, 1990 to Dec 30, 2011
Jan 1, 1990 to Dec 30, 2011
News Impact Curve
Volatility Forecasts
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