National Penn Bancshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 7.56 | |
| 0.0264 | 10.96 | |
| 0.9447 | 485.69 | |
| 0.0498 | 11.37 |
Estimation Period:
Jan 3, 1990 to Apr 1, 2016
Jan 3, 1990 to Apr 1, 2016
News Impact Curve
Volatility Forecasts
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