National Commerce Financial GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1193 | 9.95 | |
| 0.0543 | 7.21 | |
| 0.9046 | 176.41 | |
| 0.0316 | 2.29 |
Estimation Period:
Jan 1, 1990 to Sep 30, 2004
Jan 1, 1990 to Sep 30, 2004
News Impact Curve
Volatility Forecasts
Other National Commerce Financial Analyses
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