ASB Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5201 | 9.09 | |
| 0.0878 | 5.55 | |
| 0.6726 | 23.07 | |
| 0.0691 | 1.17 |
Estimation Period:
Oct 12, 2011 to Sep 29, 2017
Oct 12, 2011 to Sep 29, 2017
News Impact Curve
Volatility Forecasts
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