Centennial Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8417 | 11.99 | |
| 0.0748 | 7.57 | |
| 0.8105 | 91.98 | |
| 0.1348 | 4.55 |
Estimation Period:
Jan 1, 1990 to Nov 15, 2002
Jan 1, 1990 to Nov 15, 2002
News Impact Curve
Volatility Forecasts
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