Allegiance Bancshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0611 | 8.23 | |
| 0.0304 | 6.83 | |
| 0.9196 | 205.76 | |
| 0.0783 | 6.82 |
Estimation Period:
Oct 8, 2015 to Sep 30, 2022
Oct 8, 2015 to Sep 30, 2022
News Impact Curve
Volatility Forecasts
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