Mackinac Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0929 | 6.37 | |
| 0.0423 | 10.45 | |
| 0.9001 | 314.82 | |
| 0.1153 | 14.67 |
Estimation Period:
Mar 1, 2000 to Sep 3, 2021
Mar 1, 2000 to Sep 3, 2021
News Impact Curve
Volatility Forecasts
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