Harleysville National Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0550 | 10.37 | |
| 0.2422 | 37.49 | |
| 0.9797 | 512.13 | |
| -0.0428 | -5.28 |
Estimation Period:
Jan 1, 1990 to Apr 9, 2010
Jan 1, 1990 to Apr 9, 2010
News Impact Curve
Volatility Forecasts
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