FNB Corp/VA APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1100 | 7.38 | |
| 0.0529 | 14.20 | |
| 0.9176 | 212.80 | |
| 0.1007 | 5.70 | |
| 2.4462 | 24.26 |
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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