Bay Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2942 | 10.78 | |
| 0.0983 | 13.68 | |
| 0.8474 | 195.13 | |
| 0.0655 | 4.07 |
Estimation Period:
May 17, 1994 to Apr 13, 2018
May 17, 1994 to Apr 13, 2018
News Impact Curve
Volatility Forecasts
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