St Francis Capital Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1429 | 16.96 | |
| 0.2917 | 27.64 | |
| 0.9025 | 157.32 | |
| -0.0392 | -3.17 |
Estimation Period:
Jun 18, 1993 to Dec 1, 2003
Jun 18, 1993 to Dec 1, 2003
News Impact Curve
Volatility Forecasts
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