BancTrust Financial Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2565 | 19.70 | |
| 0.1467 | 19.79 | |
| 0.8486 | 247.40 | |
| 0.0011 | 0.09 |
Estimation Period:
Jul 17, 1992 to Feb 15, 2013
Jul 17, 1992 to Feb 15, 2013
News Impact Curve
Volatility Forecasts
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