United National Bancorp/NJ Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7731 | 7.24 | |
| 0.1879 | 6.05 | |
| 0.6463 | 12.87 | |
| -0.5153 | -3.46 | |
| 0.9619 | 4.26 | |
| -0.7152 | -4.55 | |
| 0.6061 | 3.76 | |
| -0.7666 | -4.31 | |
| 0.6681 | 5.25 |
Estimation Period:
Jan 3, 1990 to Dec 31, 2003
Jan 3, 1990 to Dec 31, 2003
News Impact Curve
Volatility Forecasts
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