Provident Financial Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1993 | 8.51 | |
| 0.0613 | 11.84 | |
| 0.8706 | 119.23 | |
| 0.0744 | 5.68 |
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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