Commercial Federal Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 6.23 | |
| 0.0000 | 0.00 | |
| 0.9694 | 848.82 | |
| 0.0613 | 11.14 |
Estimation Period:
Jan 1, 1990 to Dec 2, 2005
Jan 1, 1990 to Dec 2, 2005
News Impact Curve
Volatility Forecasts
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