PSB Bancorp Inc/PA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0735 | 10.45 | |
| 0.2035 | 18.02 | |
| 0.9765 | 394.21 | |
| -0.0636 | -8.55 |
Estimation Period:
Oct 20, 1995 to Apr 3, 2007
Oct 20, 1995 to Apr 3, 2007
News Impact Curve
Volatility Forecasts
Other PSB Bancorp Inc/PA Analyses
Other EGARCH Analyses on Equities