Patriot Bank Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0863 | 9.28 | |
| 0.0547 | 6.81 | |
| 0.8961 | 193.28 | |
| 0.0985 | 3.65 |
Estimation Period:
Dec 1, 1995 to Jun 9, 2004
Dec 1, 1995 to Jun 9, 2004
News Impact Curve
Volatility Forecasts
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