EFC Bancorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0501 | 13.75 | |
| 0.2112 | 18.66 | |
| 0.9631 | 295.07 | |
| -0.0021 | -0.19 |
Estimation Period:
Apr 3, 1998 to Jan 27, 2006
Apr 3, 1998 to Jan 27, 2006
News Impact Curve
Volatility Forecasts
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