FNB Corp/VA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 10.53 | |
| 0.1412 | 24.70 | |
| 0.9896 | 628.73 | |
| -0.0025 | -0.44 |
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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