State Bancorp Inc/NY EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0600 | 17.04 | |
| 0.2342 | 41.56 | |
| 0.9776 | 648.72 | |
| -0.0181 | -2.80 |
Estimation Period:
Jul 20, 1992 to Dec 30, 2011
Jul 20, 1992 to Dec 30, 2011
News Impact Curve
Volatility Forecasts
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