Commonwealth Bancorp Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3362 | 19.17 | |
| 0.1751 | 17.17 | |
| 0.7421 | 66.45 |
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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