Central Coast Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4327 | 17.47 | |
| 0.1701 | 12.35 | |
| 0.7670 | 77.92 | |
| 0.0503 | 1.62 |
Estimation Period:
Feb 23, 1995 to Jan 31, 2006
Feb 23, 1995 to Jan 31, 2006
News Impact Curve
Volatility Forecasts
Other Central Coast Bancorp Analyses
Other GJR-GARCH Analyses on Equities