First Colonial Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2251 | 15.92 | |
| 0.0983 | 3.99 | |
| 0.8355 | 75.27 | |
| 0.1324 | 3.56 |
Estimation Period:
Aug 16, 1993 to Oct 31, 2003
Aug 16, 1993 to Oct 31, 2003
News Impact Curve
Volatility Forecasts
Other First Colonial Group Inc Analyses
Other GJR-GARCH Analyses on Equities