Resource Bancshares MTG Group Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4156 | 8.07 | |
| 0.1940 | 4.87 | |
| 0.5336 | 6.42 | |
| 0.0847 | 0.67 | |
| 0.0572 | 0.30 | |
| -0.3212 | -2.60 | |
| 0.2609 | 3.15 |
Estimation Period:
May 25, 1993 to Mar 28, 2002
May 25, 1993 to Mar 28, 2002
News Impact Curve
Volatility Forecasts
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