Carter Bank & Trust GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0655 | 11.93 | |
| 0.1813 | 17.18 | |
| 0.8249 | 150.93 | |
| -0.0124 | -0.75 |
Estimation Period:
Feb 28, 2007 to Nov 20, 2020
Feb 28, 2007 to Nov 20, 2020
News Impact Curve
Volatility Forecasts
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