Rome Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9648 | 2.72 | |
| 0.1829 | 5.98 | |
| 0.7528 | 17.84 | |
| -2.6189 | -2.52 | |
| 4.7621 | 3.14 | |
| -4.8063 | -3.61 | |
| 4.7171 | 3.56 | |
| -2.8632 | -2.99 | |
| 2.8873 | 3.69 | |
| -4.8857 | -5.20 | |
| 3.8683 | 3.02 |
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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