National Penn Bancshares Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0627 | 8.69 | |
| 0.0636 | 27.24 | |
| 0.9291 | 356.23 |
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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