PennFed Financial Services Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1381 | 16.65 | |
| 0.3257 | 29.29 | |
| 0.8880 | 116.23 | |
| -0.0350 | -3.18 |
Estimation Period:
Jul 14, 1994 to Mar 30, 2007
Jul 14, 1994 to Mar 30, 2007
News Impact Curve
Volatility Forecasts
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