CNB Florida Bancshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3230 | 7.45 | |
| 0.0678 | 4.77 | |
| 0.8319 | 66.24 | |
| 0.1626 | 2.65 |
Estimation Period:
Jan 28, 1999 to Jul 15, 2004
Jan 28, 1999 to Jul 15, 2004
News Impact Curve
Volatility Forecasts
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