Haven Bancorp Inc/NY EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1057 | 9.32 | |
| 0.2053 | 15.72 | |
| 0.9447 | 153.96 | |
| -0.0341 | -2.78 |
Estimation Period:
Sep 22, 1993 to Nov 30, 2000
Sep 22, 1993 to Nov 30, 2000
News Impact Curve
Volatility Forecasts
Other Haven Bancorp Inc/NY Analyses
Other EGARCH Analyses on Equities