Commerce Bancorp LLC/NJ GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0921 | 11.23 | |
| 0.0279 | 10.56 | |
| 0.9231 | 322.88 | |
| 0.0616 | 9.46 |
Estimation Period:
Jan 1, 1990 to Mar 28, 2008
Jan 1, 1990 to Mar 28, 2008
News Impact Curve
Volatility Forecasts
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