Columbia Bancorp/MD AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3991 | 17.68 | |
| 0.2415 | 21.41 | |
| 0.7056 | 61.11 | |
| -0.0916 | -0.87 |
Estimation Period:
May 9, 1994 to Jan 31, 2006
May 9, 1994 to Jan 31, 2006
News Impact Curve
Volatility Forecasts
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