Amegy Bancorporation Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3310 | 15.56 | |
| 0.1824 | 24.92 | |
| 0.7602 | 92.25 |
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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