Mid-America Bancorp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2375 | 14.56 | |
| 0.6313 | 34.23 | |
| -0.0609 | -2.17 | |
| 0.0018 | 0.18 | |
| 0.0050 | 1.29 | |
| 0.9950 | 150.76 |
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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