NewAlliance Bancshares Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 9.04 | |
| 0.2413 | 33.47 | |
| 0.9837 | 708.21 | |
| -0.0542 | -6.93 |
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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