Royal Bancshares of Pennsylvania Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6132 | 7.36 | |
| 0.1953 | 9.34 | |
| 0.6292 | 19.77 | |
| -0.2582 | -5.89 | |
| 0.2815 | 4.30 | |
| 0.0001 | 0.00 | |
| -0.0389 | -0.65 | |
| 0.0529 | 0.95 | |
| 0.0924 | 1.79 | |
| -0.3102 | -6.01 | |
| 0.1260 | 2.27 | |
| 0.1499 | 3.74 |
Estimation Period:
Jan 1, 1990 to Dec 8, 2017
Jan 1, 1990 to Dec 8, 2017
News Impact Curve
Volatility Forecasts
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