Sun Bancorp Inc/PA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5725 | 16.69 | |
| 0.1946 | 31.67 | |
| 0.7053 | 99.27 | |
| 0.6659 | 6.59 |
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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