FMS Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2589 | 9.95 | |
| 0.1067 | 8.95 | |
| 0.8647 | 212.56 | |
| 0.0572 | 2.51 |
Estimation Period:
Jan 4, 1990 to Jul 13, 2007
Jan 4, 1990 to Jul 13, 2007
News Impact Curve
Volatility Forecasts
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