Peoples Federal Bancshares Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 2.45 | |
| 0.1482 | 11.41 | |
| 0.9638 | 144.56 | |
| -0.0726 | -6.72 |
Estimation Period:
Jul 6, 2010 to Feb 20, 2015
Jul 6, 2010 to Feb 20, 2015
News Impact Curve
Volatility Forecasts
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