Farmers Capital Bank Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0776 | 17.63 | |
| 0.1138 | 21.21 | |
| 0.8801 | 273.66 | |
| 0.0122 | 1.39 |
Estimation Period:
Jan 19, 1990 to Aug 17, 2018
Jan 19, 1990 to Aug 17, 2018
News Impact Curve
Volatility Forecasts
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