Rome Bancorp Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9738 | 2.74 | |
| 0.1828 | 5.97 | |
| 0.7526 | 17.82 | |
| -2.5748 | -2.49 | |
| 4.6899 | 3.10 | |
| -4.7538 | -3.57 | |
| 4.6732 | 3.52 | |
| -2.8311 | -2.96 | |
| 2.8687 | 3.82 | |
| -4.8828 | -6.05 | |
| 3.8910 | 6.42 |
Estimation Period:
Oct 5, 1999 to Mar 31, 2011
Oct 5, 1999 to Mar 31, 2011
News Impact Curve
Volatility Forecasts
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