NSD Bancorp Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2442 | 17.21 | |
| 0.5886 | 26.64 | |
| -0.0021 | -0.03 | |
| 10.0000 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.3312 | 0.01 |
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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