Taylor Capital Group Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4774 | 4.13 | |
| 0.2830 | 4.97 | |
| 0.0100 | 0.24 | |
| -1.3216 | -2.25 | |
| 1.3456 | 1.65 | |
| 0.5962 | 1.23 | |
| -0.7358 | -1.24 | |
| 0.4632 | 0.75 | |
| -1.9248 | -4.08 | |
| 3.0768 | 6.72 | |
| -2.5804 | -5.28 | |
| 1.9647 | 4.34 | |
| -2.2993 | -2.47 |
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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