Century Bancorp Inc/MA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0803 | 24.84 | |
| 0.1317 | 27.44 | |
| 0.8285 | 305.62 | |
| 0.0794 | 7.20 |
Estimation Period:
Jan 2, 1990 to Nov 12, 2021
Jan 2, 1990 to Nov 12, 2021
News Impact Curve
Volatility Forecasts
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