Simplicity Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0625 | 8.16 | |
| 0.0905 | 13.30 | |
| 0.8401 | 214.25 | |
| 0.1190 | 6.63 |
Estimation Period:
Mar 29, 2004 to Feb 27, 2015
Mar 29, 2004 to Feb 27, 2015
News Impact Curve
Volatility Forecasts
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