NewAlliance Bancshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0476 | 11.60 | |
| 0.0756 | 12.54 | |
| 0.8557 | 255.98 | |
| 0.1267 | 7.45 |
Estimation Period:
Mar 31, 2004 to Apr 15, 2011
Mar 31, 2004 to Apr 15, 2011
News Impact Curve
Volatility Forecasts
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