Classic Bancshares Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1140 | 11.55 | |
| 0.7594 | 30.59 | |
| 0.0631 | 2.98 | |
| 0.3041 | 1.10 | |
| 0.0970 | 1.14 | |
| 0.8660 | 7.14 |
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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