American Pacific Bank GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4092 | 9.79 | |
| 0.1334 | 8.81 | |
| 0.6987 | 40.82 | |
| 0.1686 | 3.64 |
Estimation Period:
Nov 15, 2000 to Apr 20, 2005
Nov 15, 2000 to Apr 20, 2005
News Impact Curve
Volatility Forecasts
Other American Pacific Bank Analyses
Other GJR-GARCH Analyses on Equities