Provident Bankshares Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0606 | 7.94 | |
| 0.0470 | 15.24 | |
| 0.9207 | 303.05 | |
| 0.0474 | 7.02 |
Estimation Period:
Jan 1, 1990 to May 22, 2009
Jan 1, 1990 to May 22, 2009
News Impact Curve
Volatility Forecasts
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