National City Bancorporation EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 1.05 | |
| 0.0193 | 6.39 | |
| 0.9994 | 1,047.60 | |
| -0.0082 | -1.66 |
Estimation Period:
Jan 1, 1990 to Jul 31, 2001
Jan 1, 1990 to Jul 31, 2001
News Impact Curve
Volatility Forecasts
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