Citizens South Banking Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1041 | 18.23 | |
| 0.2791 | 42.14 | |
| 0.7628 | 244.50 | |
| -0.0869 | -1.99 |
Estimation Period:
Apr 8, 1998 to Sep 28, 2012
Apr 8, 1998 to Sep 28, 2012
News Impact Curve
Volatility Forecasts
Other Citizens South Banking Corp Analyses
Other AGARCH Analyses on Equities