First Essex Bancorp Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2300 | 8.87 | |
| 0.1349 | 25.33 | |
| 0.8485 | 141.11 | |
| 0.3378 | 2.66 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2004
Jan 1, 1990 to Feb 6, 2004
News Impact Curve
Volatility Forecasts
Other First Essex Bancorp Inc Analyses
Other AGARCH Analyses on Equities