PFS Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8307 | 12.01 | |
| 0.9722 | 8.44 | |
| 0.3732 | 11.05 | |
| -0.7687 | -5.51 |
Estimation Period:
Oct 11, 2001 to Dec 14, 2005
Oct 11, 2001 to Dec 14, 2005
News Impact Curve
Volatility Forecasts
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