Harleysville National Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1342 | 9.92 | |
| 0.1023 | 16.33 | |
| 0.8517 | 215.91 | |
| 0.0890 | 7.48 |
Estimation Period:
Jan 1, 1990 to Apr 9, 2010
Jan 1, 1990 to Apr 9, 2010
News Impact Curve
Volatility Forecasts
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