Penns Woods Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0803 | 17.38 | |
| 0.0976 | 16.66 | |
| 0.8696 | 210.91 | |
| 0.0355 | 2.28 |
Estimation Period:
Jun 17, 1996 to Jul 25, 2025
Jun 17, 1996 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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