National Bancorp of Alaska Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3249 | 7.63 | |
| 0.0902 | 7.94 | |
| 0.8400 | 82.51 | |
| 0.0500 | 1.43 |
Estimation Period:
Jan 1, 1990 to Jul 14, 2000
Jan 1, 1990 to Jul 14, 2000
News Impact Curve
Volatility Forecasts
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