Old Kent Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0319 | 5.52 | |
| 0.0369 | 10.63 | |
| 0.9328 | 199.62 | |
| 0.0480 | 5.71 |
Estimation Period:
Jan 1, 1990 to Mar 30, 2001
Jan 1, 1990 to Mar 30, 2001
News Impact Curve
Volatility Forecasts
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