MASSBANK Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 17.85 | |
| 0.1757 | 33.67 | |
| 0.9874 | 1,240.39 | |
| -0.0205 | -2.48 |
Estimation Period:
Jan 1, 1990 to Sep 3, 2008
Jan 1, 1990 to Sep 3, 2008
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities