First Niagara Financial Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1089 | 13.46 | |
| 0.0278 | 6.80 | |
| 0.8926 | 225.52 | |
| 0.1059 | 15.14 |
Estimation Period:
Apr 20, 1998 to Jul 29, 2016
Apr 20, 1998 to Jul 29, 2016
News Impact Curve
Volatility Forecasts
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