Humboldt Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1426 | 11.22 | |
| 0.1689 | 10.51 | |
| 0.8394 | 126.93 | |
| -0.0166 | -0.72 |
Estimation Period:
Jan 9, 1998 to Jul 9, 2004
Jan 9, 1998 to Jul 9, 2004
News Impact Curve
Volatility Forecasts
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