Mid-America Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4978 | 11.29 | |
| 0.2680 | 7.53 | |
| 0.6567 | 29.71 | |
| -0.0706 | -1.74 |
Estimation Period:
Jan 1, 1990 to Mar 8, 2002
Jan 1, 1990 to Mar 8, 2002
News Impact Curve
Volatility Forecasts
Other Mid-America Bancorp Analyses
Other GJR-GARCH Analyses on Equities