Alabama National Bancorporation GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1318 | 12.60 | |
| 0.0913 | 13.26 | |
| 0.8517 | 172.29 | |
| 0.0644 | 4.98 |
Estimation Period:
Nov 10, 1994 to Feb 22, 2008
Nov 10, 1994 to Feb 22, 2008
News Impact Curve
Volatility Forecasts
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