Roma Financial Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1350 | 11.86 | |
| 0.4604 | 16.80 | |
| 0.9283 | 148.31 | |
| 0.0128 | 0.59 |
Estimation Period:
Jul 11, 2006 to Dec 6, 2013
Jul 11, 2006 to Dec 6, 2013
News Impact Curve
Volatility Forecasts
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