Sun Bancorp Inc/PA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2019 | 15.99 | |
| 0.3251 | 26.82 | |
| 0.8943 | 141.77 | |
| -0.0894 | -7.95 |
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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