First Connecticut Bancorp Inc/Farmington CT EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0508 | 13.86 | |
| 0.2311 | 24.22 | |
| 0.9339 | 201.96 | |
| -0.0406 | -5.35 |
Estimation Period:
Jun 30, 2011 to Sep 28, 2018
Jun 30, 2011 to Sep 28, 2018
News Impact Curve
Volatility Forecasts
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