Bank One Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 4.53 | |
| 0.0098 | 4.25 | |
| 0.9564 | 402.71 | |
| 0.0483 | 8.18 |
Estimation Period:
Jan 1, 1990 to Jun 30, 2004
Jan 1, 1990 to Jun 30, 2004
News Impact Curve
Volatility Forecasts
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