Republic Bancorp Inc/MI GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0467 | 11.60 | |
| 0.0483 | 12.85 | |
| 0.9322 | 325.94 | |
| 0.0262 | 5.10 |
Estimation Period:
Jan 1, 1990 to Dec 29, 2006
Jan 1, 1990 to Dec 29, 2006
News Impact Curve
Volatility Forecasts
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