CommunityOne Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0744 | 12.36 | |
| 0.0848 | 14.64 | |
| 0.9027 | 356.39 | |
| 0.0250 | 2.49 |
Estimation Period:
Jun 14, 1994 to Oct 21, 2016
Jun 14, 1994 to Oct 21, 2016
News Impact Curve
Volatility Forecasts
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