PSB Bancorp Inc/PA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1534 | 9.38 | |
| 0.0860 | 7.45 | |
| 0.8817 | 90.10 | |
| 0.0646 | 3.27 |
Estimation Period:
Oct 20, 1995 to Apr 3, 2007
Oct 20, 1995 to Apr 3, 2007
News Impact Curve
Volatility Forecasts
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