Dime Community Bancshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1231 | 8.15 | |
| 0.0546 | 10.59 | |
| 0.8851 | 216.25 | |
| 0.0705 | 6.21 |
Estimation Period:
Jun 26, 1996 to Jan 22, 2021
Jun 26, 1996 to Jan 22, 2021
News Impact Curve
Volatility Forecasts
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