First Oak Brook Bancshares Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0884 | 18.45 | |
| 0.2039 | 25.08 | |
| 0.9522 | 215.10 | |
| -0.0410 | -2.10 |
Estimation Period:
Jan 1, 1990 to Aug 25, 2006
Jan 1, 1990 to Aug 25, 2006
News Impact Curve
Volatility Forecasts
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