VIB Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3349 | 3.80 | |
| 0.1466 | 5.56 | |
| 0.7874 | 22.36 | |
| 0.3473 | 0.24 | |
| -0.4907 | -0.22 | |
| -0.3553 | -0.23 | |
| 1.8279 | 1.44 | |
| -2.1855 | -1.70 | |
| 0.2973 | 0.21 | |
| 2.2115 | 1.40 | |
| -5.8126 | -4.14 | |
| 7.1975 | 9.07 |
Estimation Period:
Apr 6, 1994 to Dec 27, 2002
Apr 6, 1994 to Dec 27, 2002
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on Equities