Susquehanna Bancshares Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0359 | 10.37 | |
| 0.9269 | 376.33 | |
| 0.0608 | 13.97 | |
| 5.8800 | 0.05 | |
| 0.0000 | 0.00 | |
| 0.1719 | 0.01 |
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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