Virginia Comm Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2394 | 4.50 | |
| 0.0772 | 4.29 | |
| 0.7767 | 11.53 | |
| 0.0229 | 0.16 | |
| 0.0928 | 0.47 | |
| -0.1883 | -1.43 | |
| 0.5214 | 3.21 | |
| -1.0364 | -6.24 | |
| 0.7995 | 5.06 | |
| -0.4118 | -1.62 |
Estimation Period:
May 12, 1994 to Jan 31, 2014
May 12, 1994 to Jan 31, 2014
News Impact Curve
Volatility Forecasts
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