Partners Trust Financial Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1434 | 11.51 | |
| 0.0000 | 0.00 | |
| 0.8405 | 159.00 | |
| 0.2851 | 8.85 |
Estimation Period:
Apr 2, 2002 to Nov 30, 2007
Apr 2, 2002 to Nov 30, 2007
News Impact Curve
Volatility Forecasts
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