FNB Corp/VA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0768 | 9.10 | |
| 0.0544 | 11.00 | |
| 0.9198 | 227.55 | |
| 0.0218 | 2.24 |
Estimation Period:
Nov 21, 1996 to Feb 27, 2008
Nov 21, 1996 to Feb 27, 2008
News Impact Curve
Volatility Forecasts
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