Commonwealth Bancorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0559 | 8.26 | |
| 0.1816 | 18.12 | |
| 0.9705 | 308.19 | |
| -0.1074 | -11.05 |
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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