Malvern Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1380 | 9.36 | |
| 0.0893 | 9.69 | |
| 0.8388 | 128.44 | |
| 0.0772 | 4.55 |
Estimation Period:
May 20, 2008 to Jul 14, 2023
May 20, 2008 to Jul 14, 2023
News Impact Curve
Volatility Forecasts
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