United National Bancorp/NJ Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7783 | 7.29 | |
| 0.1895 | 6.21 | |
| 0.6392 | 12.76 | |
| -0.5067 | -3.43 | |
| 0.9429 | 4.22 | |
| -0.6838 | -4.39 | |
| 0.5388 | 3.27 | |
| -0.6097 | -2.86 | |
| 0.2415 | 0.77 |
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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