First Oak Brook Bancshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2555 | 8.67 | |
| 0.1007 | 11.12 | |
| 0.8234 | 117.03 | |
| 0.0490 | 1.72 |
Estimation Period:
Jan 1, 1990 to Aug 25, 2006
Jan 1, 1990 to Aug 25, 2006
News Impact Curve
Volatility Forecasts
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