Citizens Republic Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0908 | 8.23 | |
| 0.0806 | 14.40 | |
| 0.8808 | 321.92 | |
| 0.0553 | 4.91 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2013
Jan 1, 1990 to Apr 12, 2013
News Impact Curve
Volatility Forecasts
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