CoVest Bancshares Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8337 | 10.22 | |
| 0.1793 | 19.97 | |
| 0.6538 | 35.85 |
Estimation Period:
Jun 30, 1992 to Dec 29, 2003
Jun 30, 1992 to Dec 29, 2003
News Impact Curve
Volatility Forecasts
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