Mississippi Valley Bancshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0643 | 3.99 | |
| 0.0247 | 5.52 | |
| 0.9111 | 126.19 | |
| 0.1284 | 8.01 |
Estimation Period:
Jul 7, 1993 to Oct 1, 2002
Jul 7, 1993 to Oct 1, 2002
News Impact Curve
Volatility Forecasts
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