Local Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0668 | 8.63 | |
| 0.0927 | 9.97 | |
| 0.8951 | 132.12 | |
| 0.0144 | 0.82 |
Estimation Period:
Apr 21, 1998 to Jun 18, 2004
Apr 21, 1998 to Jun 18, 2004
News Impact Curve
Volatility Forecasts
Other Local Financial Corp Analyses
Other GJR-GARCH Analyses on Equities