Sun Bancorp Inc/PA GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3258 | 17.21 | |
| 0.1508 | 23.76 | |
| 0.8038 | 103.05 |
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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