Clifton Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0383 | 8.89 | |
| 0.0417 | 10.15 | |
| 0.8817 | 242.48 | |
| 0.1409 | 12.71 |
Estimation Period:
Mar 4, 2004 to Mar 29, 2018
Mar 4, 2004 to Mar 29, 2018
News Impact Curve
Volatility Forecasts
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