Commercial Federal Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0129 | 4.81 | |
| 0.1083 | 35.12 | |
| 0.9980 | 1,196.65 | |
| -0.0551 | -15.07 |
Estimation Period:
Jan 1, 1990 to Dec 2, 2005
Jan 1, 1990 to Dec 2, 2005
News Impact Curve
Volatility Forecasts
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