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American Bancorp of New Jersey Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 24, 2023 at 04:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of American Bancorp of New Jersey Inc S0GARCH
paramt-stat
ω0.80172.49
α0.28864.57
β0.29243.20
γ13.90460.71
γ2-5.0643-0.61
γ3-8.1439-1.19
γ420.77193.47
γ5-18.2802-4.46
γ613.05013.98
γ7-8.7808-2.40
γ83.46120.90
γ9-0.0235-0.01
γ10-3.1197-1.55
Estimation Period:
Oct 2, 2003 to May 29, 2009
Impact of return on volatility tomorrow
Volatility Forecasts