Flagstar Bancorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 6.32 | |
| 0.1137 | 25.09 | |
| 0.9935 | 1,041.41 | |
| -0.0454 | -10.59 |
Estimation Period:
Apr 30, 1997 to Nov 25, 2022
Apr 30, 1997 to Nov 25, 2022
News Impact Curve
Volatility Forecasts
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