First California Financial Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 10.09 | |
| 0.0319 | 11.99 | |
| 0.9425 | 548.91 | |
| 0.0513 | 8.65 |
Estimation Period:
Jan 1, 1990 to May 31, 2013
Jan 1, 1990 to May 31, 2013
News Impact Curve
Volatility Forecasts
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