Mississippi Valley Bancshares Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0957 | 6.92 | |
| 0.1253 | 10.59 | |
| 0.8699 | 79.44 |
Estimation Period:
Jul 7, 1993 to Oct 1, 2002
Jul 7, 1993 to Oct 1, 2002
News Impact Curve
Volatility Forecasts
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