Northern Empire Bancshares EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1992 | 11.80 | |
| 0.2489 | 19.99 | |
| 0.8825 | 85.92 | |
| 0.0011 | 0.08 |
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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