East Penn Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7394 | 12.34 | |
| 0.3715 | 11.46 | |
| 0.5579 | 26.93 | |
| -0.1071 | -1.78 |
Estimation Period:
Mar 26, 1996 to Nov 14, 2007
Mar 26, 1996 to Nov 14, 2007
News Impact Curve
Volatility Forecasts
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