Peoples Banctrust Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4847 | 10.98 | |
| 0.1819 | 12.06 | |
| 0.8166 | 86.61 | |
| -0.0428 | -1.55 |
Estimation Period:
Apr 15, 1994 to Oct 15, 2007
Apr 15, 1994 to Oct 15, 2007
News Impact Curve
Volatility Forecasts
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