Melrose Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2486 | 11.36 | |
| 0.3113 | 6.43 | |
| 0.6859 | 36.88 | |
| -0.0980 | -1.51 |
Estimation Period:
Oct 22, 2014 to Oct 18, 2019
Oct 22, 2014 to Oct 18, 2019
News Impact Curve
Volatility Forecasts
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