PHSB Financial Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0538 | 12.53 | |
| 0.3660 | 26.37 | |
| 0.9720 | 258.58 | |
| -0.0048 | -0.24 |
Estimation Period:
Dec 20, 2001 to Feb 11, 2005
Dec 20, 2001 to Feb 11, 2005
News Impact Curve
Volatility Forecasts
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