Sun Bancorp Inc/PA Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1833 | 14.49 | |
| 0.0879 | 12.20 | |
| 0.8786 | 165.47 | |
| -0.0086 | -0.66 |
Estimation Period:
Mar 31, 1993 to Sep 30, 2004
Mar 31, 1993 to Sep 30, 2004
News Impact Curve
Volatility Forecasts
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