Three Rivers Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 18.81 | |
| 0.3388 | 2.58 | |
| 0.0900 | 3.06 | |
| -0.2977 | -2.13 |
Estimation Period:
Mar 31, 2000 to Sep 30, 2002
Mar 31, 2000 to Sep 30, 2002
News Impact Curve
Volatility Forecasts
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