Medford Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0631 | 9.78 | |
| 0.0621 | 6.75 | |
| 0.9016 | 148.99 | |
| 0.0726 | 5.11 |
Estimation Period:
Jan 1, 1990 to Oct 15, 2002
Jan 1, 1990 to Oct 15, 2002
News Impact Curve
Volatility Forecasts
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