Anchor BanCorp Wisconsin Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2187 | 5.04 | |
| 0.0674 | 4.57 | |
| 0.7296 | 24.68 | |
| 0.3275 | 4.76 |
Estimation Period:
Oct 22, 2014 to Apr 29, 2016
Oct 22, 2014 to Apr 29, 2016
News Impact Curve
Volatility Forecasts
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