SI Financial Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0572 | 14.37 | |
| 0.1009 | 12.77 | |
| 0.8694 | 196.43 | |
| 0.0196 | 1.11 |
Estimation Period:
Oct 1, 2004 to May 17, 2019
Oct 1, 2004 to May 17, 2019
News Impact Curve
Volatility Forecasts
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