Codorus Valley Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1278 | 12.82 | |
| 0.0639 | 13.24 | |
| 0.8938 | 223.45 | |
| 0.0458 | 4.03 |
Estimation Period:
Apr 5, 1994 to Jun 28, 2024
Apr 5, 1994 to Jun 28, 2024
News Impact Curve
Volatility Forecasts
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