First Connecticut Bancorp Inc/Farmington CT GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1114 | 13.52 | |
| 0.0788 | 9.90 | |
| 0.8406 | 113.24 | |
| 0.0596 | 3.26 |
Estimation Period:
Jun 30, 2011 to Sep 28, 2018
Jun 30, 2011 to Sep 28, 2018
News Impact Curve
Volatility Forecasts
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