First Essex Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1833 | 6.79 | |
| 0.0632 | 12.60 | |
| 0.8880 | 124.18 | |
| 0.0704 | 6.53 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2004
Jan 1, 1990 to Feb 6, 2004
News Impact Curve
Volatility Forecasts
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