Cambridge Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0872 | 19.54 | |
| 0.1588 | 21.87 | |
| 0.8141 | 182.45 | |
| 0.0543 | 3.39 |
Estimation Period:
Jan 27, 1999 to Jul 12, 2024
Jan 27, 1999 to Jul 12, 2024
News Impact Curve
Volatility Forecasts
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