National Penn Bancshares Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 9.58 | |
| 0.1207 | 26.62 | |
| 0.9905 | 1,161.18 | |
| -0.0375 | -6.99 |
Estimation Period:
Jan 3, 1990 to Apr 1, 2016
Jan 3, 1990 to Apr 1, 2016
News Impact Curve
Volatility Forecasts
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