Area Bancshares Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9298 | 10.00 | |
| 0.0964 | 5.20 | |
| 0.7522 | 41.25 | |
| 0.0145 | 0.41 |
Estimation Period:
Jan 2, 1996 to Mar 20, 2002
Jan 2, 1996 to Mar 20, 2002
News Impact Curve
Volatility Forecasts
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