ESB Financial Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1262 | 20.23 | |
| 0.8791 | 83.33 | |
| -0.0458 | -3.80 | |
| 6.0540 | 0.92 | |
| 0.3429 | 1.07 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 12, 1990 to Feb 10, 2015
Jun 12, 1990 to Feb 10, 2015
News Impact Curve
Volatility Forecasts
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