Century South Banks Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3500 | 15.10 | |
| 0.2151 | 10.46 | |
| 0.7957 | 99.10 | |
| -0.0215 | -0.80 |
Estimation Period:
Jan 8, 1990 to Jun 7, 2001
Jan 8, 1990 to Jun 7, 2001
News Impact Curve
Volatility Forecasts
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