Sun Bancorp Inc/NJ EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 4.38 | |
| 0.0745 | 18.03 | |
| 0.9965 | 1,256.58 | |
| -0.0327 | -10.27 |
Estimation Period:
Aug 29, 1996 to Jan 26, 2018
Aug 29, 1996 to Jan 26, 2018
News Impact Curve
Volatility Forecasts
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