MetroCorp Bancshares Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0617 | 8.63 | |
| 0.1841 | 27.13 | |
| 0.9778 | 395.56 | |
| -0.0514 | -7.15 |
Estimation Period:
Dec 14, 1998 to Jan 17, 2014
Dec 14, 1998 to Jan 17, 2014
News Impact Curve
Volatility Forecasts
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