Encore Bancshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6855 | 8.73 | |
| 0.2221 | 3.89 | |
| 0.7295 | 44.88 | |
| 0.0968 | 0.97 |
Estimation Period:
Jul 16, 2007 to Jun 29, 2012
Jul 16, 2007 to Jun 29, 2012
News Impact Curve
Volatility Forecasts
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