Commercial Bankshares Inc/Miami FL GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5933 | 7.56 | |
| 0.1705 | 10.44 | |
| 0.6862 | 36.67 | |
| 0.0409 | 1.24 |
Estimation Period:
Oct 5, 1993 to Jun 1, 2007
Oct 5, 1993 to Jun 1, 2007
News Impact Curve
Volatility Forecasts
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