NSD Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4875 | 5.35 | |
| 0.2270 | 10.18 | |
| 0.6052 | 25.08 | |
| 0.0139 | 0.40 |
Estimation Period:
Aug 4, 1993 to Feb 18, 2005
Aug 4, 1993 to Feb 18, 2005
News Impact Curve
Volatility Forecasts
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