Slade's Ferry Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1232 | 12.40 | |
| 0.1235 | 11.80 | |
| 0.8737 | 141.56 | |
| 0.0055 | 0.35 |
Estimation Period:
May 4, 1994 to Feb 29, 2008
May 4, 1994 to Feb 29, 2008
News Impact Curve
Volatility Forecasts
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