Foothill Independent Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0428 | 7.73 | |
| 0.0402 | 10.84 | |
| 0.9277 | 440.10 | |
| 0.0628 | 8.43 |
Estimation Period:
Jan 1, 1990 to May 9, 2006
Jan 1, 1990 to May 9, 2006
News Impact Curve
Volatility Forecasts
Other Foothill Independent Bancorp Analyses
Other GJR-GARCH Analyses on Equities