Amegy Bancorporation Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1002 | 12.94 | |
| 0.6905 | 54.82 | |
| 0.1969 | 15.73 | |
| 0.0939 | 2.63 | |
| 0.0637 | 3.54 | |
| 0.9198 | 39.65 |
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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