Chester Valley Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4907 | 8.90 | |
| 0.2419 | 8.76 | |
| 0.7813 | 104.85 | |
| -0.0918 | -2.30 |
Estimation Period:
Jan 2, 1990 to Aug 31, 2005
Jan 2, 1990 to Aug 31, 2005
News Impact Curve
Volatility Forecasts
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