Community First Bankshares EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 6.47 | |
| 0.1618 | 29.97 | |
| 0.9933 | 824.96 | |
| -0.0521 | -9.04 |
Estimation Period:
Aug 12, 1991 to Oct 29, 2004
Aug 12, 1991 to Oct 29, 2004
News Impact Curve
Volatility Forecasts
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