CBM Bancorp, Inc. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1125 | 6.03 | |
| 0.1388 | 4.56 | |
| 0.8086 | 52.74 | |
| 0.1053 | 0.97 |
Estimation Period:
Sep 28, 2018 to Oct 29, 2021
Sep 28, 2018 to Oct 29, 2021
News Impact Curve
Volatility Forecasts
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