Fidelity Bankshares Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0502 | 18.60 | |
| 0.1833 | 31.48 | |
| 0.9767 | 601.43 | |
| -0.0084 | -1.06 |
Estimation Period:
Jan 6, 1994 to Jan 5, 2007
Jan 6, 1994 to Jan 5, 2007
News Impact Curve
Volatility Forecasts
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