National Commerce Financial EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 6.53 | |
| 0.0917 | 18.10 | |
| 0.9861 | 649.20 | |
| -0.0355 | -7.24 |
Estimation Period:
Jan 1, 1990 to Sep 30, 2004
Jan 1, 1990 to Sep 30, 2004
News Impact Curve
Volatility Forecasts
Other National Commerce Financial Analyses
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