Anchor Bancorp Inc/WA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 13.59 | |
| 0.1971 | 21.24 | |
| 0.9971 | 873.11 | |
| 0.0170 | 2.17 |
Estimation Period:
Jan 26, 2011 to Nov 2, 2018
Jan 26, 2011 to Nov 2, 2018
News Impact Curve
Volatility Forecasts
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