Susquehanna Bancshares Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 4.54 | |
| 0.1374 | 39.45 | |
| 0.9876 | 655.80 | |
| -0.0426 | -5.36 |
Estimation Period:
Jan 1, 1990 to Jul 31, 2015
Jan 1, 1990 to Jul 31, 2015
News Impact Curve
Volatility Forecasts
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