NewMil Bancorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 10.84 | |
| 0.2052 | 27.31 | |
| 0.9904 | 1,159.72 | |
| -0.0637 | -12.51 |
Estimation Period:
Jan 1, 1990 to Oct 6, 2006
Jan 1, 1990 to Oct 6, 2006
News Impact Curve
Volatility Forecasts
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