EFC Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0784 | 11.71 | |
| 0.0904 | 6.71 | |
| 0.8719 | 124.61 | |
| 0.0234 | 0.82 |
Estimation Period:
Apr 3, 1998 to Jan 27, 2006
Apr 3, 1998 to Jan 27, 2006
News Impact Curve
Volatility Forecasts
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