Community Bancorp Inc/CA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0585 | 7.84 | |
| 0.2563 | 27.67 | |
| 0.9815 | 447.54 | |
| -0.0950 | -9.93 |
Estimation Period:
Apr 4, 1994 to Oct 26, 2006
Apr 4, 1994 to Oct 26, 2006
News Impact Curve
Volatility Forecasts
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