MetroCorp Bancshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1473 | 12.64 | |
| 0.0628 | 10.85 | |
| 0.8872 | 185.81 | |
| 0.0839 | 7.83 |
Estimation Period:
Dec 14, 1998 to Jan 17, 2014
Dec 14, 1998 to Jan 17, 2014
News Impact Curve
Volatility Forecasts
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