Alabama National Bancorporation AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1772 | 12.77 | |
| 0.1488 | 36.06 | |
| 0.8149 | 169.56 | |
| 0.2384 | 3.28 |
Estimation Period:
Nov 10, 1994 to Feb 22, 2008
Nov 10, 1994 to Feb 22, 2008
News Impact Curve
Volatility Forecasts
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