Alabama National Bancorporation EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0532 | 15.15 | |
| 0.1898 | 25.20 | |
| 0.9707 | 442.83 | |
| -0.0322 | -4.19 |
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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