FNB Bancorp/CA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2629 | 16.25 | |
| 0.2420 | 12.30 | |
| 0.7690 | 83.20 | |
| -0.0220 | -0.54 |
Estimation Period:
Jul 21, 1999 to Jul 6, 2018
Jul 21, 1999 to Jul 6, 2018
News Impact Curve
Volatility Forecasts
Other FNB Bancorp/CA Analyses
Other GJR-GARCH Analyses on Equities