Parkvale Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 7.98 | |
| 0.0482 | 15.99 | |
| 0.9370 | 379.21 | |
| 0.0295 | 3.77 |
Estimation Period:
Jan 1, 1990 to Dec 30, 2011
Jan 1, 1990 to Dec 30, 2011
News Impact Curve
Volatility Forecasts
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