Columbia Bancorp/MD MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1995 | 13.14 | |
| 0.4772 | 21.51 | |
| 0.0631 | 2.96 | |
| 0.6741 | 2.35 | |
| 0.8913 | 17.68 | |
| 0.0000 | 0.00 |
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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