Classic Bancshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4019 | 6.97 | |
| 0.1127 | 11.25 | |
| 0.8102 | 51.42 | |
| 0.0703 | 2.74 |
Estimation Period:
Dec 28, 1995 to May 20, 2005
Dec 28, 1995 to May 20, 2005
News Impact Curve
Volatility Forecasts
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