National Commerce Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7183 | 13.09 | |
| 0.2104 | 7.60 | |
| 0.5282 | 20.27 | |
| -0.0149 | -0.35 |
Estimation Period:
Mar 19, 2015 to Mar 29, 2019
Mar 19, 2015 to Mar 29, 2019
News Impact Curve
Volatility Forecasts
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