EFC Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3937 | 5.14 | |
| 0.2986 | 4.63 | |
| 0.1141 | 1.27 | |
| -7.8313 | -6.56 | |
| 10.7436 | 5.76 | |
| -5.0359 | -3.50 | |
| 3.4333 | 2.81 | |
| -1.9251 | -1.65 | |
| 1.7972 | 1.38 | |
| -2.8819 | -2.05 | |
| 4.2849 | 1.73 | |
| -10.4248 | -1.82 |
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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