Allegiant Bancorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0626 | 9.50 | |
| 0.2008 | 19.25 | |
| 0.9788 | 469.89 | |
| -0.0481 | -4.29 |
Estimation Period:
Sep 28, 1995 to Apr 8, 2004
Sep 28, 1995 to Apr 8, 2004
News Impact Curve
Volatility Forecasts
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