Danvers Bancorp Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2752 | 7.70 | |
| 0.3780 | 19.85 | |
| 0.3719 | 13.16 |
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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