NSD Bancorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8459 | 4.29 | |
| 0.3597 | 19.77 | |
| 0.6822 | 9.61 | |
| -0.0247 | -0.68 |
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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