Bay State Bancorp Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0846 | 8.39 | |
| 0.1913 | 14.63 | |
| 0.7934 | 70.48 | |
| 0.1448 | 2.83 |
Estimation Period:
Mar 27, 1998 to May 30, 2003
Mar 27, 1998 to May 30, 2003
News Impact Curve
Volatility Forecasts
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