Saxon Financial Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2935 | 8.96 | |
| 0.6364 | 12.54 | |
| 0.7749 | 58.70 | |
| 0.1809 | 3.06 |
Estimation Period:
Jul 5, 2005 to Oct 24, 2008
Jul 5, 2005 to Oct 24, 2008
News Impact Curve
Volatility Forecasts
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