Northern Empire Bancshares AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5838 | 13.69 | |
| 0.1550 | 22.41 | |
| 0.7260 | 84.29 | |
| -0.0238 | -0.31 |
Estimation Period:
Apr 6, 1994 to Feb 28, 2007
Apr 6, 1994 to Feb 28, 2007
News Impact Curve
Volatility Forecasts
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