Peoples Federal Bancshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 5.78 | |
| 0.0000 | 0.00 | |
| 0.9096 | 90.64 | |
| 0.1368 | 8.26 |
Estimation Period:
Jul 6, 2010 to Feb 20, 2015
Jul 6, 2010 to Feb 20, 2015
News Impact Curve
Volatility Forecasts
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