FFBW, Inc. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0865 | 6.63 | |
| 0.3109 | 5.33 | |
| 0.7519 | 73.36 | |
| -0.1255 | -1.44 |
Estimation Period:
Oct 11, 2017 to Jan 17, 2020
Oct 11, 2017 to Jan 17, 2020
News Impact Curve
Volatility Forecasts
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