FNB Corp/VA MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1115 | 8.40 | |
| 0.5457 | 15.47 | |
| -0.0284 | -2.36 | |
| 1.1628 | 0.40 | |
| 0.7016 | 0.41 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 21, 1996 to Feb 27, 2008
Nov 21, 1996 to Feb 27, 2008
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equities