Commonwealth Bancorp Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2450 | 15.99 | |
| 0.1397 | 15.35 | |
| 0.7920 | 67.19 | |
| 0.4370 | 5.33 |
Estimation Period:
Jan 21, 1994 to Jan 17, 2003
Jan 21, 1994 to Jan 17, 2003
News Impact Curve
Volatility Forecasts
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