PFS Bancorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1824 | 8.27 | |
| 0.3342 | 19.47 | |
| 0.8651 | 75.94 | |
| 0.1627 | 6.74 |
Estimation Period:
Oct 11, 2001 to Dec 14, 2005
Oct 11, 2001 to Dec 14, 2005
News Impact Curve
Volatility Forecasts
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