FSB Bancorp Inc/NY GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0546 | 4.50 | |
| 0.1096 | 3.26 | |
| 0.8846 | 60.69 | |
| 0.0116 | 0.29 |
Estimation Period:
Sep 5, 2007 to Apr 24, 2020
Sep 5, 2007 to Apr 24, 2020
News Impact Curve
Volatility Forecasts
Other FSB Bancorp Inc/NY Analyses
Other GJR-GARCH Analyses on Equities