Middleburg Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0852 | 18.68 | |
| 0.1297 | 15.07 | |
| 0.8467 | 246.56 | |
| 0.0473 | 2.31 |
Estimation Period:
Oct 21, 1997 to Mar 31, 2017
Oct 21, 1997 to Mar 31, 2017
News Impact Curve
Volatility Forecasts
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