Green Bankshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 5.92 | |
| 0.0311 | 13.40 | |
| 0.9370 | 496.55 | |
| 0.0639 | 9.24 |
Estimation Period:
Aug 4, 1997 to Sep 19, 2012
Aug 4, 1997 to Sep 19, 2012
News Impact Curve
Volatility Forecasts
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