Metro Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1781 | 13.03 | |
| 0.0503 | 11.16 | |
| 0.8764 | 212.82 | |
| 0.0941 | 8.64 |
Estimation Period:
Sep 5, 1994 to Feb 12, 2016
Sep 5, 1994 to Feb 12, 2016
News Impact Curve
Volatility Forecasts
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