Columbia Bancorp/MD GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3081 | 8.29 | |
| 0.1888 | 13.79 | |
| 0.7554 | 44.19 | |
| 0.0341 | 1.17 |
Estimation Period:
May 9, 1994 to Jan 31, 2006
May 9, 1994 to Jan 31, 2006
News Impact Curve
Volatility Forecasts
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