Columbia Bancorp/MD EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1160 | 9.79 | |
| 0.3304 | 20.79 | |
| 0.9423 | 158.87 | |
| -0.0029 | -0.32 |
Estimation Period:
May 9, 1994 to Jan 31, 2006
May 9, 1994 to Jan 31, 2006
News Impact Curve
Volatility Forecasts
Other Columbia Bancorp/MD Analyses
Other EGARCH Analyses on Equities