Bank United Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6986 | 10.44 | |
| 0.0102 | 2.14 | |
| 0.7829 | 56.36 | |
| 0.1844 | 6.53 |
Estimation Period:
Aug 8, 1996 to Feb 9, 2001
Aug 8, 1996 to Feb 9, 2001
News Impact Curve
Volatility Forecasts
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