Summit Bancshares Inc/TX EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0323 | 15.50 | |
| 0.1628 | 36.87 | |
| 0.9873 | 881.51 | |
| -0.0257 | -4.59 |
Estimation Period:
Apr 30, 1993 to Dec 8, 2006
Apr 30, 1993 to Dec 8, 2006
News Impact Curve
Volatility Forecasts
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