Guaranty Financial Corp/VA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5057 | 15.37 | |
| 0.1671 | 15.41 | |
| 0.7847 | 123.81 | |
| 0.0471 | 2.21 |
Estimation Period:
Jun 28, 1995 to Apr 30, 2004
Jun 28, 1995 to Apr 30, 2004
News Impact Curve
Volatility Forecasts
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