Sterling Bancorp/DE EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0477 | 17.78 | |
| 0.2250 | 39.08 | |
| 0.9707 | 686.47 | |
| -0.0603 | -11.16 |
Estimation Period:
Jan 8, 1999 to Jan 28, 2022
Jan 8, 1999 to Jan 28, 2022
News Impact Curve
Volatility Forecasts
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