First Charter Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3820 | 11.57 | |
| 0.0952 | 7.16 | |
| 0.8103 | 131.54 | |
| 0.1018 | 4.51 |
Estimation Period:
Aug 14, 1992 to Jun 6, 2008
Aug 14, 1992 to Jun 6, 2008
News Impact Curve
Volatility Forecasts
Other First Charter Corp Analyses
Other GJR-GARCH Analyses on Equities