Home Federal Bancorp Inc/Idaho GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4049 | 8.46 | |
| 0.1122 | 6.10 | |
| 0.7682 | 87.87 | |
| 0.1089 | 2.74 |
Estimation Period:
Dec 6, 2004 to May 16, 2014
Dec 6, 2004 to May 16, 2014
News Impact Curve
Volatility Forecasts
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