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	param	t-stat
$m$	31
$α$	0.2007	24.04
$β$	0.6060	46.85
$γ$	-0.0342	-2.83
$λ_{1}$	0.6408	3.19
$λ_{2}$	0.3702	4.42
$λ_{3}$	0.5960	6.47

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BancTrust Financial Group Inc MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BancTrust Financial Group Inc Analyses