1st Constitution Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1229 | 16.46 | |
| 0.1524 | 19.68 | |
| 0.8423 | 210.53 | |
| 0.0106 | 0.72 |
Estimation Period:
Oct 29, 1997 to Dec 31, 2021
Oct 29, 1997 to Dec 31, 2021
News Impact Curve
Volatility Forecasts
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