CoVest Bancshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8308 | 9.59 | |
| 0.1765 | 7.71 | |
| 0.6549 | 33.80 | |
| 0.0045 | 0.10 |
Estimation Period:
Jun 30, 1992 to Dec 29, 2003
Jun 30, 1992 to Dec 29, 2003
News Impact Curve
Volatility Forecasts
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