Fauquier Bankshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1091 | 14.62 | |
| 0.1042 | 13.80 | |
| 0.8744 | 209.40 | |
| 0.0239 | 1.63 |
Estimation Period:
Mar 24, 1999 to Mar 26, 2021
Mar 24, 1999 to Mar 26, 2021
News Impact Curve
Volatility Forecasts
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