Community First Bankshares GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 2.59 | |
| 0.0506 | 14.59 | |
| 0.9245 | 341.78 | |
| 0.0497 | 8.41 |
Estimation Period:
Aug 12, 1991 to Oct 29, 2004
Aug 12, 1991 to Oct 29, 2004
News Impact Curve
Volatility Forecasts
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