Premier Community Bankshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4152 | 5.53 | |
| 0.1634 | 5.14 | |
| 0.8030 | 63.02 | |
| -0.0232 | -0.40 |
Estimation Period:
Oct 2, 1996 to Jul 13, 2007
Oct 2, 1996 to Jul 13, 2007
News Impact Curve
Volatility Forecasts
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