CFS Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 10.35 | |
| 0.0953 | 12.68 | |
| 0.8834 | 207.12 | |
| 0.0427 | 2.89 |
Estimation Period:
Jul 22, 1998 to Nov 12, 2013
Jul 22, 1998 to Nov 12, 2013
News Impact Curve
Volatility Forecasts
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