First Essex Bancorp Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0764 | 10.60 | |
| 0.8775 | 81.67 | |
| 0.0532 | 7.07 | |
| 9.0408 | 0.23 | |
| 0.0000 | 0.00 | |
| 0.1425 | 0.04 |
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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