BancTrust Financial Group Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0670 | 20.43 | |
| 0.2627 | 35.45 | |
| 0.9812 | 791.95 | |
| -0.0080 | -1.08 |
Estimation Period:
Jul 17, 1992 to Feb 15, 2013
Jul 17, 1992 to Feb 15, 2013
News Impact Curve
Volatility Forecasts
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