Community Bank Of Northern Virginia GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0907 | 4.89 | |
| 0.0855 | 7.81 | |
| 0.9065 | 117.56 | |
| 0.0159 | 1.09 |
Estimation Period:
May 20, 1994 to May 18, 2005
May 20, 1994 to May 18, 2005
News Impact Curve
Volatility Forecasts
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