East Penn Financial Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3066 | 3.75 | |
| 0.1686 | 3.75 | |
| 0.4384 | 3.74 | |
| -0.6245 | -0.32 | |
| 2.7786 | 0.96 | |
| -2.5091 | -1.15 | |
| -0.6673 | -0.36 | |
| 2.4722 | 1.59 | |
| -2.6629 | -1.33 | |
| 4.2906 | 1.08 | |
| -13.6546 | -1.46 |
Estimation Period:
Mar 26, 1996 to Nov 14, 2007
Mar 26, 1996 to Nov 14, 2007
News Impact Curve
Volatility Forecasts
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