Anchor Bancorp Inc/WA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0055 | 6.84 | |
| 0.0803 | 12.60 | |
| 0.9299 | 243.80 | |
| -0.0203 | -1.78 |
Estimation Period:
Jan 26, 2011 to Nov 2, 2018
Jan 26, 2011 to Nov 2, 2018
News Impact Curve
Volatility Forecasts
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