Provident Bankshares Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 5.35 | |
| 0.1340 | 24.35 | |
| 0.9907 | 623.48 | |
| -0.0303 | -7.00 |
Estimation Period:
Jan 1, 1990 to May 22, 2009
Jan 1, 1990 to May 22, 2009
News Impact Curve
Volatility Forecasts
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