Mid-America Bancorp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5075 | 12.91 | |
| 0.2360 | 13.49 | |
| 0.6478 | 30.75 | |
| -0.2404 | -3.49 |
Estimation Period:
Jan 1, 1990 to Mar 8, 2002
Jan 1, 1990 to Mar 8, 2002
News Impact Curve
Volatility Forecasts
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