Mid-America Bancorp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2097 | 8.54 | |
| 0.3861 | 16.45 | |
| 0.8514 | 51.01 | |
| 0.0483 | 2.07 |
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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