Clifton Bancorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0317 | 7.46 | |
| 0.2170 | 41.40 | |
| 0.9757 | 334.48 | |
| -0.0956 | -11.47 |
Estimation Period:
Mar 4, 2004 to Mar 29, 2018
Mar 4, 2004 to Mar 29, 2018
News Impact Curve
Volatility Forecasts
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