OmniAmerican Bancorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 3.64 | |
| 0.1196 | 12.82 | |
| 0.9618 | 409.63 | |
| -0.0650 | -6.56 |
Estimation Period:
Jan 19, 2010 to Dec 17, 2014
Jan 19, 2010 to Dec 17, 2014
News Impact Curve
Volatility Forecasts
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