Danvers Bancorp Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3888 | 7.94 | |
| 0.4480 | 13.42 | |
| 0.5092 | 24.77 | |
| 0.8395 | 7.27 |
Estimation Period:
Jan 9, 2008 to Jun 30, 2011
Jan 9, 2008 to Jun 30, 2011
News Impact Curve
Volatility Forecasts
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