Summit Bancshares Inc/TX GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0661 | 11.69 | |
| 0.0683 | 11.37 | |
| 0.9010 | 218.91 | |
| 0.0542 | 4.54 |
Estimation Period:
Apr 30, 1993 to Dec 8, 2006
Apr 30, 1993 to Dec 8, 2006
News Impact Curve
Volatility Forecasts
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