Sun Bancorp Inc/PA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4772 | 6.92 | |
| 0.1496 | 5.53 | |
| 0.7785 | 19.74 | |
| 0.0360 | 2.07 |
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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