Redwood Empire Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8176 | 13.01 | |
| 0.0934 | 8.68 | |
| 0.7010 | 44.17 | |
| 0.0435 | 2.23 |
Estimation Period:
Sep 25, 1991 to Feb 28, 2005
Sep 25, 1991 to Feb 28, 2005
News Impact Curve
Volatility Forecasts
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