Citizens First Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0403 | 5.18 | |
| 0.0669 | 7.79 | |
| 0.9356 | 233.83 | |
| -0.0050 | -0.32 |
Estimation Period:
Dec 20, 2000 to Aug 2, 2019
Dec 20, 2000 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
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