Belmont Bancorp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0718 | 9.44 | |
| 0.1995 | 26.06 | |
| 0.9813 | 506.60 | |
| -0.0919 | -6.49 |
Estimation Period:
Apr 19, 1994 to May 27, 2005
Apr 19, 1994 to May 27, 2005
News Impact Curve
Volatility Forecasts
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