St Francis Capital Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3014 | 14.17 | |
| 0.1158 | 14.62 | |
| 0.7728 | 82.94 | |
| 0.0818 | 3.44 |
Estimation Period:
Jun 18, 1993 to Dec 1, 2003
Jun 18, 1993 to Dec 1, 2003
News Impact Curve
Volatility Forecasts
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