Cavalry Bancorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1855 | 11.38 | |
| 0.3117 | 15.91 | |
| 0.9045 | 101.46 | |
| 0.0345 | 1.72 |
Estimation Period:
Mar 16, 1998 to Mar 15, 2006
Mar 16, 1998 to Mar 15, 2006
News Impact Curve
Volatility Forecasts
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