Firstbank Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0965 | 16.73 | |
| 0.1167 | 18.00 | |
| 0.8627 | 219.85 | |
| 0.0401 | 2.37 |
Estimation Period:
Apr 1, 1994 to May 30, 2014
Apr 1, 1994 to May 30, 2014
News Impact Curve
Volatility Forecasts
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