Hampden Bancorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1051 | 14.09 | |
| 0.3303 | 26.42 | |
| 0.9338 | 190.18 | |
| -0.0621 | -4.83 |
Estimation Period:
Jan 16, 2007 to Apr 17, 2015
Jan 16, 2007 to Apr 17, 2015
News Impact Curve
Volatility Forecasts
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