Roma Financial Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8084 | 3.23 | |
| 0.2458 | 2.87 | |
| 0.5762 | 7.67 | |
| 2.0739 | 1.16 | |
| -1.5260 | -0.59 | |
| -0.8662 | -0.51 | |
| -2.5718 | -1.49 | |
| 5.9766 | 3.47 | |
| -5.1719 | -3.27 | |
| 5.3857 | 3.69 | |
| -6.9467 | -4.03 | |
| 4.1681 | 1.66 | |
| 2.5450 | 0.76 |
Estimation Period:
Jul 11, 2006 to Dec 6, 2013
Jul 11, 2006 to Dec 6, 2013
News Impact Curve
Volatility Forecasts
Other Roma Financial Corp Analyses
Other Spline-GARCH Analyses on Equities