Severn Bancorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0645 | 18.86 | |
| 0.2503 | 32.94 | |
| 0.9799 | 761.36 | |
| -0.0235 | -3.14 |
Estimation Period:
Jun 24, 2002 to Oct 29, 2021
Jun 24, 2002 to Oct 29, 2021
News Impact Curve
Volatility Forecasts
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