Resource Bancshares MTG Group EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4453 | 15.71 | |
| 0.3245 | 26.93 | |
| 0.8257 | 73.44 | |
| -0.0351 | -2.68 |
Estimation Period:
May 25, 1993 to Mar 28, 2002
May 25, 1993 to Mar 28, 2002
News Impact Curve
Volatility Forecasts
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