OmniAmerican Bancorp Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5983 | 12.83 | |
| 0.2232 | 20.05 | |
| 0.4053 | 14.05 |
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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