Royal Bancshares of Pennsylvania Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6064 | 7.43 | |
| 0.2012 | 9.45 | |
| 0.6050 | 18.31 | |
| -0.2613 | -6.05 | |
| 0.2832 | 4.41 | |
| 0.0060 | 0.12 | |
| -0.0480 | -0.82 | |
| 0.0582 | 1.07 | |
| 0.0984 | 1.96 | |
| -0.3373 | -6.43 | |
| 0.1963 | 2.94 | |
| -0.0383 | -0.41 |
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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