MASSBANK Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0068 | 5.28 | |
| 0.0864 | 26.72 | |
| 0.9201 | 359.85 | |
| -0.0748 | -0.99 |
Estimation Period:
Jan 1, 1990 to Sep 3, 2008
Jan 1, 1990 to Sep 3, 2008
News Impact Curve
Volatility Forecasts
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