Florida Banks Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9582 | 16.51 | |
| 0.2385 | 5.49 | |
| 0.6590 | 35.45 | |
| -0.0329 | -0.65 |
Estimation Period:
Jul 28, 1998 to Jul 15, 2004
Jul 28, 1998 to Jul 15, 2004
News Impact Curve
Volatility Forecasts
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