American Community Bancshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 3.33 | |
| 0.0232 | 6.64 | |
| 0.9516 | 255.81 | |
| 0.0489 | 4.35 |
Estimation Period:
May 5, 1999 to Apr 17, 2009
May 5, 1999 to Apr 17, 2009
News Impact Curve
Volatility Forecasts
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