CoVest Bancshares Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.1839 | 12.77 | |
| 0.6055 | 25.82 | |
| -0.0101 | -0.41 | |
| 1.0790 | 0.32 | |
| 0.1887 | 0.42 | |
| 0.5946 | 0.55 |
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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