PennFed Financial Services Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2331 | 16.54 | |
| 0.1248 | 11.85 | |
| 0.7775 | 94.50 | |
| 0.0617 | 2.80 |
Estimation Period:
Jul 14, 1994 to Mar 30, 2007
Jul 14, 1994 to Mar 30, 2007
News Impact Curve
Volatility Forecasts
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