Slade's Ferry Bancorp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0894 | 19.27 | |
| 0.2506 | 31.92 | |
| 0.9716 | 539.15 | |
| -0.0089 | -0.82 |
Estimation Period:
May 4, 1994 to Feb 29, 2008
May 4, 1994 to Feb 29, 2008
News Impact Curve
Volatility Forecasts
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