Citizens Republic Bancorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 6.86 | |
| 0.1245 | 10.35 | |
| 0.9927 | 1,021.29 | |
| -0.0200 | -1.83 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2013
Jan 1, 1990 to Apr 12, 2013
News Impact Curve
Volatility Forecasts
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