Valley Bancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6225 | 3.00 | |
| 0.2918 | 2.46 | |
| 0.4947 | 3.25 | |
| 28.2766 | 0.74 | |
| -61.9137 | -0.98 | |
| 59.9684 | 1.18 | |
| -32.9739 | -0.72 | |
| -14.8670 | -0.33 | |
| 61.1569 | 1.07 | |
| -81.0269 | -1.43 | |
| 106.3779 | 1.53 | |
| -162.3246 | -1.87 | |
| 144.2505 | 2.42 |
Estimation Period:
Sep 21, 2004 to Oct 16, 2006
Sep 21, 2004 to Oct 16, 2006
News Impact Curve
Volatility Forecasts
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