Trust Co of New Jersey/The EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1548 | 16.25 | |
| 0.2444 | 26.17 | |
| 0.9154 | 170.91 | |
| -0.0402 | -4.03 |
Estimation Period:
Jan 1, 1990 to May 14, 2004
Jan 1, 1990 to May 14, 2004
News Impact Curve
Volatility Forecasts
Other Trust Co of New Jersey/The Analyses
Other EGARCH Analyses on Equities