Three Rivers Bancorp Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4770 | 22.76 | |
| 0.1591 | 11.08 | |
| 0.0903 | 5.49 | |
| -2.0645 | -5.29 |
Estimation Period:
Mar 31, 2000 to Sep 30, 2002
Mar 31, 2000 to Sep 30, 2002
News Impact Curve
Volatility Forecasts
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