Haven Bancorp Inc/NY AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4545 | 11.92 | |
| 0.1255 | 20.48 | |
| 0.7874 | 75.54 | |
| 0.3678 | 3.19 |
Estimation Period:
Sep 22, 1993 to Nov 30, 2000
Sep 22, 1993 to Nov 30, 2000
News Impact Curve
Volatility Forecasts
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