Parkvale Financial Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3328 | 11.30 | |
| 0.1210 | 6.15 | |
| 0.6891 | 13.33 | |
| -0.0178 | -0.17 | |
| 0.0136 | 0.08 | |
| -0.0208 | -0.16 | |
| 0.0937 | 0.79 | |
| -0.2466 | -1.76 | |
| 0.5010 | 2.65 | |
| -0.7505 | -4.22 | |
| 0.9967 | 6.16 | |
| -0.8241 | -4.50 | |
| 0.1085 | 0.50 |
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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