Cortland Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1703 | 9.34 | |
| 0.0421 | 2.60 | |
| 0.9550 | 160.37 | |
| -0.0197 | -1.03 |
Estimation Period:
Oct 11, 1999 to Oct 29, 2021
Oct 11, 1999 to Oct 29, 2021
News Impact Curve
Volatility Forecasts
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