Harbor Florida Bancshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3094 | 14.22 | |
| 0.1256 | 16.63 | |
| 0.7864 | 107.60 | |
| 0.0493 | 2.98 |
Estimation Period:
Jan 5, 1994 to Nov 30, 2006
Jan 5, 1994 to Nov 30, 2006
News Impact Curve
Volatility Forecasts
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