American Bancorp of New Jersey Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 4.42 | |
| 0.0356 | 9.14 | |
| 0.9473 | 344.47 | |
| 0.0342 | 3.32 |
Estimation Period:
Oct 2, 2003 to May 29, 2009
Oct 2, 2003 to May 29, 2009
News Impact Curve
Volatility Forecasts
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