Citizens First Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9569 | 10.97 | |
| 0.1399 | 7.13 | |
| 0.5866 | 21.74 | |
| 0.0541 | 1.50 |
Estimation Period:
Apr 30, 1996 to Mar 31, 2005
Apr 30, 1996 to Mar 31, 2005
News Impact Curve
Volatility Forecasts
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