NewAlliance Bancshares Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0984 | 14.65 | |
| 0.2523 | 43.53 | |
| 0.7454 | 319.50 | |
| 0.1962 | 8.62 |
Estimation Period:
Mar 31, 2004 to Apr 15, 2011
Mar 31, 2004 to Apr 15, 2011
News Impact Curve
Volatility Forecasts
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