AmSouth Bancorp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0112 | 5.63 | |
| 0.0960 | 27.82 | |
| 0.9927 | 1,203.24 | |
| -0.0397 | -9.00 |
Estimation Period:
Jan 1, 1990 to Nov 3, 2006
Jan 1, 1990 to Nov 3, 2006
News Impact Curve
Volatility Forecasts
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