MASSBANK Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0092 | 12.34 | |
| 0.0686 | 10.10 | |
| 0.9305 | 383.38 | |
| 0.0018 | 0.14 |
Estimation Period:
Jan 1, 1990 to Sep 3, 2008
Jan 1, 1990 to Sep 3, 2008
News Impact Curve
Volatility Forecasts
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