Lake Sunapee Bank Group EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 19.43 | |
| 0.1585 | 44.25 | |
| 0.9898 | 1,409.91 | |
| -0.0138 | -2.88 |
Estimation Period:
Jan 1, 1990 to Jan 13, 2017
Jan 1, 1990 to Jan 13, 2017
News Impact Curve
Volatility Forecasts
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