VIB Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2081 | 4.80 | |
| 0.1357 | 6.26 | |
| 0.7662 | 20.79 | |
| 0.0244 | 0.06 | |
| -0.1903 | -0.30 | |
| 0.6689 | 1.55 | |
| -1.1500 | -2.73 | |
| 1.1466 | 2.18 | |
| -3.8630 | -4.89 |
Estimation Period:
Apr 6, 1994 to Dec 27, 2002
Apr 6, 1994 to Dec 27, 2002
News Impact Curve
Volatility Forecasts
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