ESSA Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0565 | 14.69 | |
| 0.0635 | 15.82 | |
| 0.8831 | 276.14 | |
| 0.0762 | 7.93 |
Estimation Period:
Apr 4, 2007 to Jul 18, 2025
Apr 4, 2007 to Jul 18, 2025
News Impact Curve
Volatility Forecasts
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