HopFed Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 18.71 | |
| 0.1031 | 14.33 | |
| 0.8870 | 290.74 | |
| 0.0197 | 1.95 |
Estimation Period:
Feb 9, 1998 to Aug 2, 2019
Feb 9, 1998 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
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