NewMil Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1523 | 9.10 | |
| 0.1478 | 6.70 | |
| 0.8415 | 100.89 | |
| 0.0213 | 0.81 |
Estimation Period:
Jan 1, 1990 to Oct 6, 2006
Jan 1, 1990 to Oct 6, 2006
News Impact Curve
Volatility Forecasts
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