Pennrock Financial Services Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2066 | 8.99 | |
| 0.0387 | 4.97 | |
| 0.9238 | 194.65 | |
| 0.0081 | 0.94 |
Estimation Period:
Apr 27, 1994 to Jun 30, 2005
Apr 27, 1994 to Jun 30, 2005
News Impact Curve
Volatility Forecasts
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