Belmont Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2432 | 8.68 | |
| 0.0527 | 7.60 | |
| 0.8832 | 194.45 | |
| 0.1282 | 8.11 |
Estimation Period:
Apr 19, 1994 to May 27, 2005
Apr 19, 1994 to May 27, 2005
News Impact Curve
Volatility Forecasts
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