Sterling Financial Corp/WA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0532 | 9.76 | |
| 0.0226 | 9.12 | |
| 0.9296 | 507.43 | |
| 0.0928 | 18.44 |
Estimation Period:
Nov 20, 1991 to Apr 17, 2014
Nov 20, 1991 to Apr 17, 2014
News Impact Curve
Volatility Forecasts
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