Allegiant Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1056 | 12.41 | |
| 0.0882 | 11.42 | |
| 0.8804 | 174.61 | |
| 0.0628 | 4.38 |
Estimation Period:
Sep 28, 1995 to Apr 8, 2004
Sep 28, 1995 to Apr 8, 2004
News Impact Curve
Volatility Forecasts
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