Classic Bancshares Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1905 | 7.48 | |
| 0.2523 | 13.53 | |
| 0.9152 | 67.65 | |
| -0.0275 | -1.73 |
Estimation Period:
Dec 28, 1995 to May 20, 2005
Dec 28, 1995 to May 20, 2005
News Impact Curve
Volatility Forecasts
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