Cheviot Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0602 | 14.54 | |
| 0.1042 | 12.48 | |
| 0.8542 | 200.65 | |
| 0.0794 | 5.08 |
Estimation Period:
Jan 2, 2004 to May 20, 2016
Jan 2, 2004 to May 20, 2016
News Impact Curve
Volatility Forecasts
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