ESB Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1564 | 14.05 | |
| 0.1637 | 15.22 | |
| 0.8541 | 127.35 | |
| -0.0542 | -3.60 |
Estimation Period:
Jun 12, 1990 to Feb 10, 2015
Jun 12, 1990 to Feb 10, 2015
News Impact Curve
Volatility Forecasts
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