Citizens South Banking Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0802 | 11.91 | |
| 0.1584 | 13.40 | |
| 0.8387 | 155.69 | |
| 0.0057 | 0.30 |
Estimation Period:
Apr 8, 1998 to Sep 28, 2012
Apr 8, 1998 to Sep 28, 2012
News Impact Curve
Volatility Forecasts
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