Bedford Bancshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5606 | 14.33 | |
| 0.1993 | 9.02 | |
| 0.7434 | 83.48 | |
| 0.0724 | 1.75 |
Estimation Period:
Aug 19, 1994 to Jul 30, 2003
Aug 19, 1994 to Jul 30, 2003
News Impact Curve
Volatility Forecasts
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