Maf Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0375 | 7.75 | |
| 0.0304 | 11.01 | |
| 0.9211 | 349.30 | |
| 0.0971 | 15.04 |
Estimation Period:
Jan 11, 1990 to Aug 31, 2007
Jan 11, 1990 to Aug 31, 2007
News Impact Curve
Volatility Forecasts
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