Community Bancorp Inc/CA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0882 | 10.18 | |
| 0.0721 | 13.17 | |
| 0.8671 | 185.29 | |
| 0.1215 | 8.18 |
Estimation Period:
Apr 4, 1994 to Oct 26, 2006
Apr 4, 1994 to Oct 26, 2006
News Impact Curve
Volatility Forecasts
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