Northern Empire Bancshares GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4895 | 10.35 | |
| 0.1357 | 12.50 | |
| 0.7599 | 67.04 | |
| 0.0127 | 0.65 |
Estimation Period:
Apr 6, 1994 to Feb 28, 2007
Apr 6, 1994 to Feb 28, 2007
News Impact Curve
Volatility Forecasts
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