Valley Bancorp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3283 | 11.14 | |
| 0.6566 | 14.53 | |
| 0.8153 | 57.75 | |
| -0.1601 | -7.67 |
Estimation Period:
Sep 21, 2004 to Oct 16, 2006
Sep 21, 2004 to Oct 16, 2006
News Impact Curve
Volatility Forecasts
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