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	param	t-stat
$m$	21
$α$	0.0000	0.00
$β$	0.4700	28.53
$γ$	0.5000	34.98
$λ_{1}$	0.6183	2.37
$λ_{2}$	0.9955	4.63
$λ_{3}$	0.0045	0.03

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Danvers Bancorp Inc MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Danvers Bancorp Inc Analyses