American Bancorp of New Jersey Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8054 | 2.49 | |
| 0.3003 | 4.89 | |
| 0.2849 | 3.29 | |
| 3.8172 | 0.70 | |
| -4.8753 | -0.59 | |
| -8.3922 | -1.23 | |
| 21.0600 | 3.54 | |
| -18.4911 | -4.52 | |
| 13.0405 | 3.97 | |
| -8.2993 | -2.28 | |
| 2.0051 | 0.54 | |
| 3.2603 | 0.81 | |
| -10.9572 | -1.11 |
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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