Firstfed America Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5284 | 14.38 | |
| 0.0755 | 6.84 | |
| 0.6515 | 33.61 | |
| 0.1686 | 6.27 |
Estimation Period:
Jan 13, 1997 to May 14, 2004
Jan 13, 1997 to May 14, 2004
News Impact Curve
Volatility Forecasts
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