First Bell Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4553 | 7.20 | |
| 0.0839 | 5.81 | |
| 0.6797 | 36.96 | |
| 0.2296 | 5.09 |
Estimation Period:
Jun 28, 1995 to Aug 29, 2003
Jun 28, 1995 to Aug 29, 2003
News Impact Curve
Volatility Forecasts
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