FirstBank NW Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1732 | 19.87 | |
| 0.2835 | 12.36 | |
| 0.6798 | 67.40 | |
| 0.0734 | 1.92 |
Estimation Period:
Jul 1, 1997 to Nov 30, 2006
Jul 1, 1997 to Nov 30, 2006
News Impact Curve
Volatility Forecasts
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