Centennial Bancorp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2084 | 16.96 | |
| 0.2723 | 17.95 | |
| 0.9263 | 196.72 | |
| -0.0776 | -3.84 |
Estimation Period:
Jan 1, 1990 to Nov 15, 2002
Jan 1, 1990 to Nov 15, 2002
News Impact Curve
Volatility Forecasts
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