Capital Bank Corp/NC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1270 | 17.79 | |
| 0.2028 | 14.96 | |
| 0.8249 | 169.74 | |
| -0.0555 | -2.62 |
Estimation Period:
Jul 21, 1997 to Sep 21, 2012
Jul 21, 1997 to Sep 21, 2012
News Impact Curve
Volatility Forecasts
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