Cavalry Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3319 | 12.26 | |
| 0.2110 | 8.08 | |
| 0.7923 | 64.01 | |
| -0.0879 | -2.56 |
Estimation Period:
Mar 16, 1998 to Mar 15, 2006
Mar 16, 1998 to Mar 15, 2006
News Impact Curve
Volatility Forecasts
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