Bay State Bancorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1762 | 11.77 | |
| 0.5522 | 24.40 | |
| 0.8246 | 53.05 | |
| -0.0308 | -1.29 |
Estimation Period:
Mar 27, 1998 to May 30, 2003
Mar 27, 1998 to May 30, 2003
News Impact Curve
Volatility Forecasts
Other Bay State Bancorp Inc Analyses
Other EGARCH Analyses on Equities