NewBridge Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1932 | 11.15 | |
| 0.1567 | 13.55 | |
| 0.8334 | 227.89 | |
| 0.0198 | 0.86 |
Estimation Period:
Jan 2, 1990 to Feb 26, 2016
Jan 2, 1990 to Feb 26, 2016
News Impact Curve
Volatility Forecasts
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