First M&F Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0844 | 3.75 | |
| 0.1089 | 4.62 | |
| 0.9122 | 259.52 | |
| -0.0444 | -1.37 |
Estimation Period:
Jun 14, 1996 to Aug 30, 2013
Jun 14, 1996 to Aug 30, 2013
News Impact Curve
Volatility Forecasts
Other First M&F Corp Analyses
Other GJR-GARCH Analyses on Equities