First Federal Banc of the Southwest Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1078 | 7.07 | |
| 0.3767 | 4.08 | |
| 0.6450 | 31.85 | |
| -0.0433 | -0.37 |
Estimation Period:
Jun 1, 2005 to Feb 12, 2007
Jun 1, 2005 to Feb 12, 2007
News Impact Curve
Volatility Forecasts
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