Royal Bancshares of Pennsylvania Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0732 | 14.03 | |
| 0.0738 | 16.93 | |
| 0.9076 | 372.42 | |
| 0.0371 | 4.97 |
Estimation Period:
Jan 1, 1990 to Dec 8, 2017
Jan 1, 1990 to Dec 8, 2017
News Impact Curve
Volatility Forecasts
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