Sun Bancorp Inc/NJ Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6532 | 5.86 | |
| 0.1076 | 7.03 | |
| 0.8132 | 29.39 | |
| -0.1148 | -5.09 | |
| 0.2075 | 6.17 | |
| -0.1733 | -6.72 | |
| 0.1026 | 3.46 |
Estimation Period:
Aug 29, 1996 to Jan 26, 2018
Aug 29, 1996 to Jan 26, 2018
News Impact Curve
Volatility Forecasts
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