Centura Banks Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0047 | 3.15 | |
| 0.0060 | 4.36 | |
| 0.9812 | 565.21 | |
| 0.0254 | 7.21 |
Estimation Period:
Nov 2, 1990 to Jun 5, 2001
Nov 2, 1990 to Jun 5, 2001
News Impact Curve
Volatility Forecasts
Other Centura Banks Inc Analyses
Other GJR-GARCH Analyses on Equities