FSB Bancorp Inc/NY AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0766 | 12.16 | |
| 0.2195 | 15.09 | |
| 0.8208 | 95.96 | |
| 0.0132 | 0.06 |
Estimation Period:
Sep 5, 2007 to Apr 24, 2020
Sep 5, 2007 to Apr 24, 2020
News Impact Curve
Volatility Forecasts
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