Flagstar Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0597 | 9.89 | |
| 0.0338 | 15.43 | |
| 0.9371 | 475.95 | |
| 0.0506 | 9.87 |
Estimation Period:
Apr 30, 1997 to Nov 25, 2022
Apr 30, 1997 to Nov 25, 2022
News Impact Curve
Volatility Forecasts
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