Susquehanna Bancshares Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2081 | 4.52 | |
| 0.0758 | 10.15 | |
| 0.9154 | 101.34 | |
| 0.0006 | 0.28 |
Estimation Period:
Jan 1, 1990 to Jul 31, 2015
Jan 1, 1990 to Jul 31, 2015
News Impact Curve
Volatility Forecasts
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