Amegy Bancorporation Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1230 | 16.15 | |
| 0.3022 | 25.86 | |
| 0.9287 | 230.96 | |
| -0.0894 | -8.08 |
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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