Taylor Capital Group Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5961 | 4.53 | |
| 0.1928 | 4.81 | |
| 0.6404 | 10.73 | |
| -0.7504 | -2.63 | |
| 1.1772 | 2.55 | |
| -0.1765 | -0.43 | |
| -0.9527 | -2.41 | |
| 1.0581 | 3.59 | |
| -0.5421 | -2.32 | |
| 0.3424 | 1.80 |
Estimation Period:
Oct 14, 2002 to Aug 15, 2014
Oct 14, 2002 to Aug 15, 2014
News Impact Curve
Volatility Forecasts
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