Trust Co of New Jersey/The Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1725 | 6.09 | |
| 0.1496 | 5.15 | |
| 0.6069 | 7.24 | |
| -0.0854 | -0.64 | |
| 0.0576 | 0.29 | |
| 0.1607 | 1.16 | |
| -0.2683 | -1.88 | |
| 0.3736 | 2.59 | |
| -0.5222 | -3.97 | |
| 0.4031 | 4.50 |
Estimation Period:
Jan 1, 1990 to May 14, 2004
Jan 1, 1990 to May 14, 2004
News Impact Curve
Volatility Forecasts
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