American National Bankshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 18.80 | |
| 0.0695 | 14.93 | |
| 0.9192 | 372.31 | |
| 0.0054 | 0.72 |
Estimation Period:
Aug 22, 1996 to Mar 28, 2024
Aug 22, 1996 to Mar 28, 2024
News Impact Curve
Volatility Forecasts
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