Omega Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0752 | 8.74 | |
| 0.0976 | 15.48 | |
| 0.8720 | 206.06 | |
| 0.0602 | 3.25 |
Estimation Period:
Apr 7, 1992 to Mar 31, 2008
Apr 7, 1992 to Mar 31, 2008
News Impact Curve
Volatility Forecasts
Other Omega Financial Corp Analyses
Other GJR-GARCH Analyses on Equities