Paragon Commercial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3824 | 11.42 | |
| 0.1690 | 5.78 | |
| 0.6604 | 29.87 | |
| -0.0162 | -0.30 |
Estimation Period:
Feb 18, 2015 to Jan 26, 2018
Feb 18, 2015 to Jan 26, 2018
News Impact Curve
Volatility Forecasts
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