Resource Bancshares MTG Group GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2222 | 17.54 | |
| 0.1592 | 13.04 | |
| 0.6240 | 41.47 | |
| 0.0837 | 3.04 |
Estimation Period:
May 25, 1993 to Mar 28, 2002
May 25, 1993 to Mar 28, 2002
News Impact Curve
Volatility Forecasts
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