Providian Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0671 | 8.15 | |
| 0.0483 | 7.76 | |
| 0.9289 | 311.70 | |
| 0.0456 | 4.54 |
Estimation Period:
Jun 10, 1997 to Sep 30, 2005
Jun 10, 1997 to Sep 30, 2005
News Impact Curve
Volatility Forecasts
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