Wellesley Bank AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1998 | 3.97 | |
| 0.2346 | 12.95 | |
| 0.7010 | 60.33 | |
| 0.8845 | 6.29 |
Estimation Period:
Jan 26, 2012 to May 29, 2020
Jan 26, 2012 to May 29, 2020
News Impact Curve
Volatility Forecasts
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