North Valley Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2451 | 4.66 | |
| 0.0715 | 6.38 | |
| 0.8383 | 121.91 | |
| 0.1250 | 3.98 |
Estimation Period:
Apr 7, 1994 to Oct 3, 2014
Apr 7, 1994 to Oct 3, 2014
News Impact Curve
Volatility Forecasts
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