Coastal Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 11.29 | |
| 0.0402 | 12.00 | |
| 0.9173 | 302.45 | |
| 0.0850 | 7.85 |
Estimation Period:
Mar 24, 1992 to May 12, 2004
Mar 24, 1992 to May 12, 2004
News Impact Curve
Volatility Forecasts
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