Fidelity Bankshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0942 | 15.44 | |
| 0.1025 | 13.86 | |
| 0.8758 | 280.35 | |
| 0.0242 | 1.56 |
Estimation Period:
Jan 6, 1994 to Jan 5, 2007
Jan 6, 1994 to Jan 5, 2007
News Impact Curve
Volatility Forecasts
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