MidSouth Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1077 | 17.90 | |
| 0.1048 | 12.84 | |
| 0.8758 | 236.77 | |
| -0.0027 | -0.21 |
Estimation Period:
Apr 19, 1993 to Sep 20, 2019
Apr 19, 1993 to Sep 20, 2019
News Impact Curve
Volatility Forecasts
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