Amegy Bancorporation Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3757 | 15.28 | |
| 0.2124 | 33.08 | |
| 0.7128 | 109.52 | |
| 0.6015 | 11.01 |
Estimation Period:
Jan 24, 1997 to Dec 2, 2005
Jan 24, 1997 to Dec 2, 2005
News Impact Curve
Volatility Forecasts
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