Elmira Savings Bank GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 5.85 | |
| 0.0811 | 12.90 | |
| 0.9326 | 768.86 | |
| -0.0274 | -1.79 |
Estimation Period:
Jan 1, 1990 to May 13, 2022
Jan 1, 1990 to May 13, 2022
News Impact Curve
Volatility Forecasts
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