MetroCorp Bancshares Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1478 | 12.60 | |
| 0.1061 | 20.35 | |
| 0.8843 | 171.34 |
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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