Sun Bancorp Inc/PA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5858 | 6.17 | |
| 0.1533 | 5.70 | |
| 0.7751 | 19.89 | |
| 0.0685 | 2.14 | |
| -0.0797 | -1.92 |
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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