NSD Bancorp Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1522 | 7.32 | |
| 0.2790 | 12.75 | |
| 0.5193 | 37.66 | |
| -0.1162 | -0.87 |
Estimation Period:
Aug 4, 1993 to Feb 18, 2005
Aug 4, 1993 to Feb 18, 2005
News Impact Curve
Volatility Forecasts
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