Resource Bancshares MTG Group Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2637 | 6.86 | |
| 0.1872 | 4.73 | |
| 0.4737 | 4.89 | |
| -0.2283 | -0.76 | |
| 0.5757 | 1.24 | |
| -0.4764 | -1.40 | |
| 0.3229 | 1.00 | |
| -0.8432 | -2.44 | |
| 1.9475 | 3.88 |
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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