NewAlliance Bancshares Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 12.24 | |
| 0.1385 | 30.43 | |
| 0.8576 | 267.92 |
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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