MASSBANK Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1614 | 21.28 | |
| 0.7150 | 75.04 | |
| -0.0022 | -0.19 | |
| 0.0379 | 2.78 | |
| 0.7133 | 13.03 | |
| 0.2867 | 5.15 |
Estimation Period:
Jan 1, 1990 to Sep 3, 2008
Jan 1, 1990 to Sep 3, 2008
News Impact Curve
Volatility Forecasts
Other MASSBANK Corp Analyses
Other MF2-GARCH Analyses on Equities