Community Banks Inc/PA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2007 | 17.11 | |
| 0.1932 | 19.33 | |
| 0.7815 | 102.54 | |
| -0.0039 | -0.18 |
Estimation Period:
Jan 2, 1990 to Nov 16, 2007
Jan 2, 1990 to Nov 16, 2007
News Impact Curve
Volatility Forecasts
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