National City Bancorporation GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 2.81 | |
| 0.0087 | 3.70 | |
| 0.9878 | 425.40 | |
| 0.0023 | 0.51 |
Estimation Period:
Jan 1, 1990 to Jul 31, 2001
Jan 1, 1990 to Jul 31, 2001
News Impact Curve
Volatility Forecasts
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