FNB Corp/VA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0976 | 9.86 | |
| 0.0766 | 22.50 | |
| 0.9024 | 218.66 | |
| -0.2456 | -3.39 |
Estimation Period:
Nov 21, 1996 to Feb 27, 2008
Nov 21, 1996 to Feb 27, 2008
News Impact Curve
Volatility Forecasts
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