Centura Banks Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 5.06 | |
| 0.0675 | 16.70 | |
| 0.9955 | 1,025.27 | |
| -0.0168 | -4.68 |
Estimation Period:
Nov 2, 1990 to Jun 5, 2001
Nov 2, 1990 to Jun 5, 2001
News Impact Curve
Volatility Forecasts
Other Centura Banks Inc Analyses
Other EGARCH Analyses on Equities