1st Constitution Bancorp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0842 | 23.60 | |
| 0.3096 | 45.31 | |
| 0.9705 | 549.26 | |
| -0.0049 | -0.57 |
Estimation Period:
Oct 29, 1997 to Dec 31, 2021
Oct 29, 1997 to Dec 31, 2021
News Impact Curve
Volatility Forecasts
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