Green Bankshares Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 5.63 | |
| 0.1169 | 29.41 | |
| 0.9942 | 907.94 | |
| -0.0576 | -10.64 |
Estimation Period:
Aug 4, 1997 to Sep 19, 2012
Aug 4, 1997 to Sep 19, 2012
News Impact Curve
Volatility Forecasts
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