AmSouth Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 7.23 | |
| 0.0214 | 10.68 | |
| 0.9512 | 487.78 | |
| 0.0467 | 8.34 |
Estimation Period:
Jan 1, 1990 to Nov 3, 2006
Jan 1, 1990 to Nov 3, 2006
News Impact Curve
Volatility Forecasts
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