PB Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 3.17 | |
| 0.0500 | 7.36 | |
| 0.9148 | 161.31 | |
| 0.0703 | 3.70 |
Estimation Period:
Oct 5, 2004 to Apr 24, 2020
Oct 5, 2004 to Apr 24, 2020
News Impact Curve
Volatility Forecasts
Other PB Bancorp Inc Analyses
Other GJR-GARCH Analyses on Equities