Pennrock Financial Services Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 7.42 | |
| 0.0551 | 7.41 | |
| 0.9866 | 734.66 | |
| 0.0090 | 1.78 |
Estimation Period:
Apr 27, 1994 to Jun 30, 2005
Apr 27, 1994 to Jun 30, 2005
News Impact Curve
Volatility Forecasts
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