Commonwealth Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0835 | 7.13 | |
| 0.0000 | 0.00 | |
| 0.9110 | 191.24 | |
| 0.1497 | 10.15 |
Estimation Period:
Jan 21, 1994 to Jan 17, 2003
Jan 21, 1994 to Jan 17, 2003
News Impact Curve
Volatility Forecasts
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