First Essex Bancorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 7.43 | |
| 0.1675 | 19.96 | |
| 0.9844 | 696.64 | |
| -0.0553 | -6.29 |
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 EGARCH Analyses on Equities