Three Rivers Bancorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1357 | 9.95 | |
| 0.2411 | 10.55 | |
| 0.4126 | 7.36 | |
| 0.1586 | 5.13 |
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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