First Essex Bancorp Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2049 | 7.45 | |
| 0.1133 | 18.91 | |
| 0.8711 | 123.49 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2004
Jan 1, 1990 to Feb 6, 2004
News Impact Curve
Volatility Forecasts
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