Cascade Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 7.37 | |
| 0.0424 | 12.90 | |
| 0.9376 | 475.23 | |
| 0.0395 | 6.28 |
Estimation Period:
Jan 21, 1994 to May 26, 2017
Jan 21, 1994 to May 26, 2017
News Impact Curve
Volatility Forecasts
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